Asymptotically optimal estimation in linear regression in the case of violation of some classical assumptions.
Linke, Yu.Yu.; Sakhanenko, A.I.
Sibirskij Matematicheskij Zhurnal (2009)
- Volume: 50, Issue: 2, page 380-395
- ISSN: 0037-4474
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topLinke, Yu.Yu., and Sakhanenko, A.I.. "Asymptotically optimal estimation in linear regression in the case of violation of some classical assumptions.." Sibirskij Matematicheskij Zhurnal 50.2 (2009): 380-395. <http://eudml.org/doc/230921>.
@article{Linke2009,
author = {Linke, Yu.Yu., Sakhanenko, A.I.},
journal = {Sibirskij Matematicheskij Zhurnal},
keywords = {two-step estimation; asymptotically normal estimator; best asymptotically linear estimator},
language = {eng},
number = {2},
pages = {380-395},
publisher = {Sibirskoe Otdelenie Rossijskoj Akademii Nauk, Institut Matematiki Im. S. L. Soboleva SO RAN, Novosibirsk; Izdatel'stvo Instituta Matematiki},
title = {Asymptotically optimal estimation in linear regression in the case of violation of some classical assumptions.},
url = {http://eudml.org/doc/230921},
volume = {50},
year = {2009},
}
TY - JOUR
AU - Linke, Yu.Yu.
AU - Sakhanenko, A.I.
TI - Asymptotically optimal estimation in linear regression in the case of violation of some classical assumptions.
JO - Sibirskij Matematicheskij Zhurnal
PY - 2009
PB - Sibirskoe Otdelenie Rossijskoj Akademii Nauk, Institut Matematiki Im. S. L. Soboleva SO RAN, Novosibirsk; Izdatel'stvo Instituta Matematiki
VL - 50
IS - 2
SP - 380
EP - 395
LA - eng
KW - two-step estimation; asymptotically normal estimator; best asymptotically linear estimator
UR - http://eudml.org/doc/230921
ER -
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