TY - JOUR
T1 - Efficient Mean Estimation in Log-Normal Linear Models with First-Order Correlated Errors
AU - Zhang , Song
AU - Wang , Dehui
JO - Communications in Mathematical Research 
VL - 3
SP - 271
EP - 279
PY - 2021
DA - 2021/05
SN - 29
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/cmr/19010.html
KW - log-normal, first-order correlated, maximum likelihood, two-stage estimation, mean squared error.
AB - <p style="text-align: justify;">In this paper, we propose a log-normal linear model whose errors are
first-order correlated, and suggest a two-stage method for the efficient estimation of
the conditional mean of the response variable at the original scale. We obtain two
estimators which minimize the asymptotic mean squared error (MM) and the asymptotic bias (MB), respectively. Both the estimators are very easy to implement, and
simulation studies show that they are perform better.</p>