On eliminating the asymptotic bias in the quasi-least squares estimate of the correlation parameter

N. Rao Chaganty, Justine Shults

Type: Article

Publication Date: 1999-02-01

Citations: 74

DOI: https://doi.org/10.1016/s0378-3758(98)00180-3

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Locations

Journal of Statistical Planning and Inference - View

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+	A MULTIVARIATE GENERALIZATION OF TCHEBICHEV'S INEQUALITY	1958	Peter Whittle
+ PDF Chat	A Multivariate Tchebycheff Inequality	1958	Ingram Olkin John W. Pratt
+	Unbalanced Repeated-Measures Models with Structured Covariance Matrices	1986	Robert I. Jennrich Mark Schluchter
+	A generalized multivariate analysis of variance model useful especially for growth curve problems	1964	Richard F. Potthoff Sasanka Roy
+	An alternative approach to the analysis of longitudinal data via generalized estimating equations	1997	N. Rao Chaganty
+	Longitudinal data analysis using generalized linear models	1986	Kung‐Yee Liang Scott L. Zeger
+	Analysis of Serially Correlated Data Using Quasi-Least Squares	1998	Justine Shults N. Rao Chaganty