Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors.
Guikai HuShenghua YuHan LuoPublished in: J. Multivar. Anal. (2015)
Keyphrases
- linear model
- variance estimator
- least squares
- low variance
- von mises
- linear models
- regression model
- variance reduction
- prediction error
- linear transformation
- unbiased estimator
- nonlinear models
- residual error
- linear transformations
- control law
- confidence intervals
- additive model
- regression trees
- monte carlo
- sample size
- semi parametric