Asymptotic expansion for weighted least squares in linear regression models

DOI10.1080/03610929708831933zbMath0899.62085OpenAlexW2088124529MaRDI QIDQ4346825

Maher B. Qumsiyeh

Publication date: 21 October 1998

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929708831933

zbMATH Keywords

Edgeworth expansionslinear modelsweighted least squares

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

Related Items (2)

Bootstrapping the Hausman Test in Panel Data Models ⋮ Saddlepoint expansions in linear regression.

Cites Work

• Edgeworth expansions for bootstrapping regression models
• Edgeworth expansion in regression models
• Bootstrapping \(M\)-estimators of a multiple linear regression parameter
• On the validity of the formal Edgeworth expansion
• Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations
• Bootstrapping and empirical edgeworth expansions in multiple linear regression models

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