Nonlinear unbiased estimation in the linear regression model with nonnormal disturbances

DOI10.1016/S0378-3758(99)00023-3zbMath0955.62070OpenAlexW2057830254MaRDI QIDQ1125531

Henning Knautz

Publication date: 27 February 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(99)00023-3

zbMATH Keywords

bootstrap confidence intervalslinear plus quadratic estimatorsLPQ estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Nonparametric tolerance and confidence regions (62G15)

Uses Software

• APL
• alr3

Cites Work

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• k-statistics and dispersion effects in regression
• Multilinear estimation of skewness and kurtosis in linear models
• Computing in statistical science through APL
• Sharp inequalities between skewness and kurtosis
• Properties of shrinkage estimators in linear regression when disturbances are not normal
• Simultaneous estimation of expectation and covarianee matrix in linear models²
• A synthesis of stein-rule and mixed regression procedures inlinear regression models under non-normality
• Some Large-Sample Tests for Nonnormality in the Linear Regression Model
• Linear Statistical Inference and its Applications
• Necessary and Sufficient Conditions for MINQU-Estimation of Heteroskedastic Variances in Linear Models
• Econometrics

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