Estimating the Parameters in Regression with Uniformly Distributed Errors

Edna Schechtman, Gideon Schechtman

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

Abstract

In this paper we develop maximum likelihood estimators of the intercept and the slope in linear regression where the error term is uniformly distributed. We prove that these estimators are unbiased and we show, theoretically and via simulation, that their variances are in most practical cases smaller than the variances of the corresponding LSE.

Original languageEnglish
Pages (from-to)269-281
Number of pages13
JournalJournal of Statistical Computation and Simulation
Volume26
Issue number3-4
DOIs
StatePublished - 1 Dec 1986
Externally publishedYes

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