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The properties of some covariance matrix estimators in linear models with AR(1) errors

โœ Scribed by Shigetaka Miyazaki; William E. Griffiths

Book ID
116099425
Publisher
Elsevier Science
Year
1984
Tongue
English
Weight
289 KB
Volume
14
Category
Article
ISSN
0165-1765

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Consider the linear models of the form Y=X { ;+= with the response Y censored randomly on the right and X measured erroneously. Without specifying any error models, in this paper, a semiparametric method is applied to the estimation of the parametric vector ; with the help of proper validation data.