LEAST-SQUARES ESTIMATION WHEN THE COVARIANCE-MATRIX AND PARAMETER VECTOR ARE FUNCTIONALLY RELATED

被引：75

作者：

JOBSON, JD ^{[1
]}

FULLER, WA ^{[1
]}

机构：

[1] IOWA STATE UNIV SCI & TECHNOL,DEPT STAT,AMES,IA 50011

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1980年 / 75卷 / 369期

关键词：

D O I：

10.2307/2287408

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：176 / 181

页数：6

共 17 条

[1] REGRESSION-ANALYSIS WHEN VARIANCE OF DEPENDENT VARIABLE IS PROPORTIONAL TO SQUARE OF ITS EXPECTATION [J].

AMEMIYA, T .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1973, 68 (344) :928-934

[2] A NOTE ON THE GENERATION OF RANDOM NORMAL DEVIATES [J].

BOX, GEP ;

MULLER, ME .

ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (02) :610-611

[3] COVARIANCE MATRIX ESTIMATION IN LINEAR MODELS [J].

CHEW, V .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1970, 65 (329) :173-181

[4]

CHUNG KL, 1968, COURSE PROBABILITY T

[5]

EICKER R, 1963, ANN MATH STATISTICS, V34, P439

[6] SOME ESTIMATORS FOR A RANDOM COEFFICIENT REGRESSION MODEL [J].

FROEHLICH, BR .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1973, 68 (342) :329-335

[7]

GOLDFIELD SM, 1972, NONLINEAR METHODS EC

[8] SOME ESTIMATORS FOR A LINEAR MODEL WITH RANDOM COEFFICIENTS [J].

HILDRETH, C ;

HOUCK, JP .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (322) :584-595

[9] ASYMPTOTIC PROPERTIES OF NON-LINEAR LEAST SQUARES ESTIMATORS [J].

JENNRICH, RI .

ANNALS OF MATHEMATICAL STATISTICS, 1969, 40 (02) :633-&

[10]

JOBSON JD, 1972, THESIS IOWA STATE U

← 1 2 →