ESTIMATING LINEAR STATISTICAL RELATIONSHIPS

被引：138

作者：

ANDERSON, TW ^{[1
]}

机构：

[1] STANFORD UNIV, INST MATH STUDIES SOCIAL SCI, STANFORD, CA 94305 USA

来源：

ANNALS OF STATISTICS | 1984年 / 12卷 / 01期

关键词：

D O I：

10.1214/aos/1176346390

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：1 / 45

页数：45

共 123 条

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[4] DISTRIBUTIONS OF ESTIMATES OF COEFFICIENTS OF A SINGLE EQUATION IN A SIMULTANEOUS SYSTEM AND THEIR ASYMPTOTIC EXPANSIONS [J].

ANDERSON, TW ;

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ECONOMETRICA, 1973, 41 (04) :683-714

[5] ESTIMATION OF THE PARAMETERS OF A SINGLE EQUATION IN A COMPLETE SYSTEM OF STOCHASTIC EQUATIONS [J].

ANDERSON, TW ;

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[6] EVALUATION OF THE DISTRIBUTION FUNCTION OF THE 2-STAGE LEAST-SQUARES ESTIMATE [J].

ANDERSON, TW ;

SAWA, T .

ECONOMETRICA, 1979, 47 (01) :163-182

[7] EVALUATION OF THE DISTRIBUTION FUNCTION OF THE LIMITED INFORMATION MAXIMUM-LIKELIHOOD ESTIMATOR [J].

ANDERSON, TW ;

KUNITOMO, N ;

SAWA, T .

ECONOMETRICA, 1982, 50 (04) :1009-1027

[8] ESTIMATING LINEAR RESTRICTIONS ON REGRESSION COEFFICIENTS FOR MULTIVARIATE NORMAL DISTRIBUTIONS [J].

ANDERSON, TW .

ANNALS OF MATHEMATICAL STATISTICS, 1951, 22 (03) :327-351

[9]

ANDERSON TW, 1982, J ROY STAT SOC B MET, V44, P52

[10] ASYMPTOTIC EXPANSION OF DISTRIBUTION OF LIMITED INFORMATION MAXIMUM LIKELIHOOD ESTIMATE OF A COEFFICIENT IN A SIMULTANEOUS EQUATION SYSTEM [J].

ANDERSON, TW .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1974, 69 (346) :565-573

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