Least squares parameter estimation in multiplicative noise models

DOI10.1080/03610910008813603zbMath0968.62526OpenAlexW1992772704MaRDI QIDQ4490149

Peiliang Xu, Seiichi Shimada

Publication date: 10 July 2000

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

Full work available at URL: https://doi.org/10.1080/03610910008813603

zbMATH Keywords

least squaresquasi-likelihoodmultiplicative noisebias analysis

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics (62P99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (max. 100)

Total least squares adjustment in partial errors-in-variables models: algorithm and statistical analysis ⋮ Improving the weighted least squares estimation of parameters in errors-in-variables models

Uses Software

• alr3

Cites Work

• Quasi-likelihood and its application. A general approach to optimal parameter estimation
• Quasi-likelihood functions
• On the efficiency of quasi-likelihood estimation
• An Empirical Study of Jackknife-Constructed Confidence Regions in Nonlinear Regression
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