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Volumn 81, Issue 2, 1999, Pages 293-309

Nonlinear unbiased estimation in the linear regression model with nonnormal disturbances

Author keywords

Bootstrap confidence intervals; Linear plus quadratic (LPQ) estimator; Linear regression model

Indexed keywords


EID: 0033228281     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(99)00023-3     Document Type: Article
Times cited : (6)

References (17)
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  • 4
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    • Kleffe, J.1
  • 5
    • 0008994810 scopus 로고
    • Nichtlineare Schätzung des parametervektors im linearen regressionsmodell
    • Anton Hain, Frankfurt a.M.
    • Knautz, H., 1993. Nichtlineare Schätzung des parametervektors im linearen regressionsmodell. Mathematical Systems in Economics, Vol. 133. Anton Hain, Frankfurt a.M.
    • (1993) Mathematical Systems in Economics , vol.133
    • Knautz, H.1
  • 7
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    • Necessary and sufficient conditions for MINQU-estimation of heteroskedastic variances in linear models
    • Mallela, P., 1972. Necessary and sufficient conditions for MINQU-estimation of heteroskedastic variances in linear models. J. Amer. Statist. Assoc. 67, 486-487.
    • (1972) J. Amer. Statist. Assoc. , vol.67 , pp. 486-487
    • Mallela, P.1
  • 8
    • 0001484979 scopus 로고
    • K-statistics and dispersion effects in regression
    • McCullagh, P., Pregibon, D., 1987. K-statistics and dispersion effects in regression. Ann. Statist. 15, 202-219.
    • (1987) Ann. Statist. , vol.15 , pp. 202-219
    • McCullagh, P.1    Pregibon, D.2
  • 9
    • 0009022082 scopus 로고
    • Multilinear estimation of skewness and kurtosis in linear models
    • Pukelsheim, F., 1980. Multilinear estimation of skewness and kurtosis in linear models. Metrika 27, 103-113.
    • (1980) Metrika , vol.27 , pp. 103-113
    • Pukelsheim, F.1
  • 10
    • 0001099716 scopus 로고
    • Estimation of heteroskedastic variances in linear models
    • Rao, C.R., 1970. Estimation of heteroskedastic variances in linear models. J. Amer. Statist. Assoc. 65, 161-172.
    • (1970) J. Amer. Statist. Assoc. , vol.65 , pp. 161-172
    • Rao, C.R.1
  • 13
    • 38249007266 scopus 로고
    • Sharp inequalities between skewness and kurtosis
    • Rohatgi, V.K., Szekely, G.J., 1989. Sharp inequalities between skewness and kurtosis. Statist. Probab. Lett. 8, 297-299.
    • (1989) Statist. Probab. Lett. , vol.8 , pp. 297-299
    • Rohatgi, V.K.1    Szekely, G.J.2
  • 14
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    • A synthesis of Stein-rule and mixed regression procedures in linear regression models under nonnormality
    • Tracy, D.S., Srivastava, A.K., 1988. A synthesis of Stein-rule and mixed regression procedures in linear regression models under nonnormality. Commun. Statist. Theory Methods 17, 691-704.
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    • Tracy, D.S.1    Srivastava, A.K.2
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    • Properties of shrinkage estimators in linear regression when disturbances are not normal
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    • Ullah, A.1    Srivastava, V.K.2    Chandra, R.3
  • 17
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    • Some large-sample tests for nonnormality in the linear regression model
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    • White, H.1    MacDonald, G.M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.