toc
next
last
Download Citation
Recommend
Mark
Alert
Link
Print
On weak consistency in linear models with equi-correlated random errors
Authors:
Xinwei Jia a;
M. Bhaskara Rao bc;
Haimeng Zhang d
| Affiliations: | a Janssen Pharmaceutica Inc., Titusville, NJ, USA |
| b Department of Statistics, North Dakota State University, Fargo, ND, USA | |
| c Center for Genomic Information, Department of Environmental Health, University of Cincinnati, Cincinnati, OH, USA | |
| d Department of Mathematics and Computer Science, Concordia College, Moorhead, MN, USA |
DOI:
10.1080/02664760310001619332
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Number of References: 10
Formats available:
PDF
(English)
Article Requests:
Order Reprints
:
Request Permissions
-
Single Article Purchase:
US$37.00
-
buy now
-
Sign In
- Online Sample
add to cart 
[ show other buying options ]
View Article:
View Article (PDF)
Abstract
A new estimator in linear models with equi-correlated random errors is postulated. Consistency properties of the proposed estimator and the ordinary least squares estimator are studied. It is shown that the new estimator has smaller variance than the usual least squares estimator under some mild conditions. In addition, it is observed that the new estimator tends to be weakly consistent in many cases where the usual least squares estimator is not.
|
| Keywords: Weak consistency; Equi-correlated errors; Least squares estimator; Linear models |
| view references (10) |
|
Bookmark with:
|
CiteULike
Del.icio.us
BibSonomy
Connotea
More bookmarks
