A comparison of two methods for estimating optimal weights in regression analysis
- 1 January 1984
- journal article
- Published by Taylor & Francis Ltd in Journal of Statistical Computation and Simulation
- Vol. 19 (4), 265-274
- https://doi.org/10.1080/00949658408810736
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
- On the Consistency of Cross-Validation in Kernel Nonparametric RegressionThe Annals of Statistics, 1983
- Adapting for Heteroscedasticity in Linear ModelsThe Annals of Statistics, 1982
- A Comparison between Maximum Likelihood and Generalized Least Squares in a Heteroscedastic Linear ModelJournal of the American Statistical Association, 1982
- Efficient Bounded-Influence Regression EstimationJournal of the American Statistical Association, 1982
- An Analysis of Transformations RevisitedJournal of the American Statistical Association, 1981
- Least Squares Estimation When the Covariance Matrix and Parameter Vector are Functionally RelatedJournal of the American Statistical Association, 1980
- Contributions to the Theory of Nonparametric Regression, with Application to System IdentificationThe Annals of Statistics, 1979
- Correcting Inhomogeneity of Variance with Power Transformation WeightingTechnometrics, 1974
- The Relationship Between Variable Selection and Data Agumentation and a Method for PredictionTechnometrics, 1974
- Linear Regression with Non-Constant, Unknown Error Variances: Sampling Experiments with Least Squares, Weighted Least Squares and Maximum Likelihood EstimatorsBiometrics, 1968