期刊名称：Journal of Modern Applied Statistical Methods
出版年度：2008
卷号：7
期号：2
页码：15
出版社：Wayne State University
摘要：An adaptive estimator is presented by using probability weighted moments as weights rather than conventional estimates of variances for unknown heteroscedastic errors while estimating a heteroscedastic linear regression model. Empirical studies of the data generated by simulations for normal, uniform, and logistically distributed error terms support our proposed estimator to be quite efficient, especially for small samples.
关键词：Adaptive estimator; estimated weighted least squares; heteroscedasticity; probability weighted moments
