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Order of convergence of regression parameter estimates in models with infinite variance

โœ Scribed by A Le Breton; M Musiela


Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
450 KB
Volume
31
Category
Article
ISSN
0047-259X

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Parameter Estimation in Linear Models wi
โœ Carol Hoferkamp; Shyamal Das Peddada ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 172 KB

Estimation of parameters in linear fixed and mixed effects models, under order restrictions on the error variances, is considered in this article. For simplicity of exposition, we shall assume that the error variances are subject to simple order restriction. Similar methodology can be developed for