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Robust second-order least-squares estimator for regression models

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  • Xin Chen
  • Min Tsao
  • Julie Zhou

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  • Xin Chen & Min Tsao & Julie Zhou, 2012. "Robust second-order least-squares estimator for regression models," Statistical Papers, Springer, vol. 53(2), pages 371-386, May.
    • Handle: RePEc:spr:stpapr:v:53:y:2012:i:2:p:371-386
    DOI: 10.1007/s00362-010-0343-4
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    References listed on IDEAS

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    1. Liqun Wang & Alexandre Leblanc, 2008. "Second-order nonlinear least squares estimation," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(4), pages 883-900, December.
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    Cited by:

    1. Lei He & Rong-Xian Yue, 2022. "$$I_L$$ I L -optimal designs for regression models under the second-order least squares estimator," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(1), pages 53-66, January.
    2. D. Rosadi & P. Filzmoser, 2019. "Robust second-order least-squares estimation for regression models with autoregressive errors," Statistical Papers, Springer, vol. 60(1), pages 105-122, February.

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