Jackknife empirical likelihood for the error variance in linear models
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DOI: 10.1080/10485252.2017.1285028
Abstract: ABSTRACT Variance estimation is a fundamental yet important problem in statistical modelling. In this paper, we propose jackknife empirical likelihood (JEL) methods for the error variance in a linear regression model. We prove that the… read more here.
Keywords: variance linear; jackknife empirical; empirical likelihood; error variance ... See more keywords