Iterative Weighted Least Squares Estimation in Heteroscedastic Linear Models (Q4694183): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.2307/2290712 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4232615038 / rank | |||
Normal rank | |||
Latest revision as of 00:43, 20 March 2024
scientific article; zbMATH DE number 218473
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Iterative Weighted Least Squares Estimation in Heteroscedastic Linear Models |
scientific article; zbMATH DE number 218473 |
Statements
Iterative Weighted Least Squares Estimation in Heteroscedastic Linear Models (English)
0 references
11 October 1993
0 references
empirical Bayes
0 references
robustness
0 references
iterative weighted least squares estimation
0 references
heteroscedastic linear models
0 references
asymptotically optimal weight function
0 references
inverse gamma model
0 references
average squared residual
0 references
variance estimate
0 references
