A modified generalized mixed regression estimator when disturbances are nonnormal

DOI10.1007/s00362-003-0148-9zbMath1024.62030OpenAlexW2028041835MaRDI QIDQ1402950

R. Karan Singh, Sanjay Verma

Publication date: 31 August 2003

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-003-0148-9

zbMATH Keywords

incomplete prior informationrisk and efficiencysmall-\(\sigma\) asymptotics

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Cites Work

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• The Finite Sample Distribution of Theil's Mixed Regression Estimator and a Related Problem
• Comparison of k-Class Estimators When the Disturbances Are Small
• Linear Statistical Inference and its Applications

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