Mise en œuvre d'un modèle à coefficient aléatoire

P. Bru; F. Ruget

Revue de Statistique Appliquée (1983)

  • Volume: 31, Issue: 4, page 37-52
  • ISSN: 0035-175X

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Bru, P., and Ruget, F.. "Mise en œuvre d'un modèle à coefficient aléatoire." Revue de Statistique Appliquée 31.4 (1983): 37-52. <http://eudml.org/doc/106157>.

@article{Bru1983,
author = {Bru, P., Ruget, F.},
journal = {Revue de Statistique Appliquée},
keywords = {random coefficients models; linear model; estimation; Wiener process; prediction},
language = {fre},
number = {4},
pages = {37-52},
publisher = {Société de Statistique de France},
title = {Mise en œuvre d'un modèle à coefficient aléatoire},
url = {http://eudml.org/doc/106157},
volume = {31},
year = {1983},
}

TY - JOUR
AU - Bru, P.
AU - Ruget, F.
TI - Mise en œuvre d'un modèle à coefficient aléatoire
JO - Revue de Statistique Appliquée
PY - 1983
PB - Société de Statistique de France
VL - 31
IS - 4
SP - 37
EP - 52
LA - fre
KW - random coefficients models; linear model; estimation; Wiener process; prediction
UR - http://eudml.org/doc/106157
ER -

References

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  1. D. Bachelet et G. Morlat (1966). - Modèle à deux aléas pour des chroniques économiques. Revue Française de Recherche Opérationnelle, n° 40, p. 275- 289. 
  2. G.E.P. Box and G.M. Jenkins (1970). - Time Series Analysis: Forecasting and Control. Holden Day, San Francisco. Zbl0249.62009MR272138
  3. D. Commenges (1980). - Etude théorique et mise en œuvre d'algorithmes de déconvolution. Application à la détermination de la distribution des temps de transit pulmonaires. Thèse de Docteur-Ingénieur, Université de Bordeaux I. 
  4. T.F. Cooley and E.C. Prescott (1976). - Estimation in the Presence of Stochastic Parameter Variation. Econometrica, Vol. 44, n° 1, p. 463-473. Zbl0325.62067MR451604
  5. P.R. Fisk (1967). - Models of the Second Kind in Regression Analysis. J. Roy. Statist. Soc. B. Vol. 29, p. 226-281. Zbl0158.18204MR221669
  6. N.C. Kakwani (1967). - The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators. J.A.S.A., Vol. 62, p. 141- 142. Zbl0152.37201MR215439
  7. E.J. Hannan (1970). - Multiple Time SeriesJ. Wiley. Zbl0211.49804MR279952
  8. C. Hildreth and J.P. Houck (1968). - Some Estimators for a Linear Model with Random Coefficients. J.A.S.A., Vol. 63, p. 584-595. Zbl0162.49804MR232502
  9. K.J. McCREE (1970). - An equation for the Rate of Respiration of White Clover Plants Grown under Controlled Conditions. In Prediction and Measurement of Photosynthetic Productivity. Proceedings of the IBP/PP Technical Meeting, Trebon Center for Agricultural Publishing and Documentation (PUDOC, Wageningen, p. 221-229. 
  10. J.P. Ondok and J. Gloser (1978). - Net Photosynthesis and Dark Respiration in a Stand of Phragmites Communis Trin. calculated by means of a Model. Photosynthetica, Vol. 12, p. 328-343. 
  11. A. Pagan (1980). - Some Identification and Estimation Results for regression models with Stochastically varying Coefficients. Journal of Econometrics, Vol. 13, p. 341-363. Zbl0457.62056MR578561
  12. C.R. Rao (1965). - The Theory of Least Squares when the Parameters are Stochastic and its Application to the Analysis of Growth Curves. Biometrika, Vol. 52, p. 447-458. Zbl0203.21501MR205392
  13. G. Reinsel (1979). - A Note on the Estimation of te Adaptive Regression Model. International Economic Review, Vol. 20, n° 1, p. 193-202. Zbl0409.62088MR525437
  14. F. Ruget, M. Andre, J. Massimino (1981). - Evolution de la respiration et croissance, au cours d'un cycle de végétation, de maïs cultivé en chambre de mesure. Physiologie Végétale, Vol. 19, p. 277-299. 
  15. F. Ruget (1981). - Respirations de croissance et d'entretien du maïs dans différentes conditions artificielles de culture. Agronomie, Vol. 1, p. 845-852. 
  16. E. Spjøtvoll (1977). - Random Coefficients Regression Models. A review Math. Operationsforsch. Statist., Ser. Statistics, Vol. 8, n° 1, p. 69-93. Zbl0381.62056MR653492
  17. P.A.V.B. Swamy (1971) - Statistical Inference in Random Coefficient Regression Models. Springer-Verlag, New-York. Zbl0231.62113MR329146

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