Convergence to Normality of the Asymptotic Quasi-Score Function on a Linear Model

DOI<link itemprop=identifier href="https://doi.org/10.1002/(SICI)1521-4036(200005)42:2<239::AID-BIMJ239>3.0.CO;2-1" /><239::AID-BIMJ239>3.0.CO;2-1 10.1002/(SICI)1521-4036(200005)42:2<239::AID-BIMJ239>3.0.CO;2-1zbMath1161.62316OpenAlexW2068543901MaRDI QIDQ4488934

Yan-Xia Lin, Sifa Mvoi

Publication date: 9 July 2000

Full work available at URL: https://doi.org/10.1002/(sici)1521-4036(200005)42:2<239::aid-bimj239>3.0.co;2-1

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Adapting for heteroscedasticity in linear models
• Robust estimation in heteroscedastic linear models
• Stochastic specification of production functions and economic implications
• An example of applying the asymptotic quasi-likelihood to dimension estimation for random spatial patterns
• On asymptotic quasi-likelihood estimation
• On a semiparametric variance function model and a test for heteroscedasticity
• Quasi-Likelihood and Optimal Estimation, Correspondent Paper
• Estimating Regression Models with Multiplicative Heteroscedasticity
• Consistency of the Asymptotic Quasi-Likelihood Estimate on Linear Models

This page was built for publication: Convergence to Normality of the Asymptotic Quasi-Score Function on a Linear Model