Supplementary notes on the least variance ratio estimator

DOI10.1080/03610926.2022.2100911OpenAlexW4296625097MaRDI QIDQ6118249

Richard William Farebrother

Publication date: 23 February 2024

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

Full work available at URL: https://doi.org/10.1080/03610926.2022.2100911

zbMATH Keywords

linear modelprincipal component estimatorLIML estimatororthogonal least squares estimator\(k\)-class estimatorLUS residualLVR estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Linear unbiased approximators of the disturbances in the standard linear model
• Fitting linear relationships. A history of the calculus of observations 1750-1900
• A class of statistical estimators related to principal components
• Notes on the prehistory of principal components analysis
• A Review of the Development and Application of Recursive Residuals in Linear Models
• The Minimum Proportional-Variance Unbiased Linear Estimator of β and Simultaneous Confidence Intervals

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