BIAS in linear regression models with unknown covariance matrix

DOI10.1080/03610919708813413zbMath0898.62086OpenAlexW1979458881MaRDI QIDQ4387670

Elisete da Conceição Q. Aubin, Gauss M. Cordeiro

Publication date: 10 August 1998

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919708813413

zbMATH Keywords

information matrixmaximum likelihood estimatesnormal linear modelbias correctionheteroscedastic modelerror covariance matrix

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Linear regression; mixed models (62J05)

Uses Software

• Maple
• Mathematica
• REDUCE

Cites Work

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• Bias correction in ARMA models
• Bartlett corrections and bias correction for two heteroscedastic regression models
• Bias in nonlinear regression
• A Note on Bias Correction in Maximum Likelihood Estimation with Logistic Discrimination
• Logistic Discrimination and Bias Correction in Maximum Likelihood Estimation
• The likelihood function of stationary autoregressive-moving average models
• On the inverses of some patterned matrices arising in the theory of stationary time series
• On the inverse of the covariance matrix for an autoregressive-moving average process