The following pages link to (Q3706358):
Displayed 8 items.
- Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix (Q312583) (← links)
- A theorem on the covariance matrix of a generalized least squares estimator under an elliptically symmetric error (Q451411) (← links)
- Second-order risk comparison of SLSE with GLSE and MLE in a regression with serial correlation (Q1062705) (← links)
- A characterization of spherical distributions (Q1078955) (← links)
- Bounds for normal approximations to the distributions of generalized least squares predictors and estimators (Q1193986) (← links)
- Least upper bound for the covariance matrix of a generalized least squares estimator in regression with applications to a seemingly unrelated regression model and a heteroscedastic model (Q1354380) (← links)
- A maximal extension of the Gauss-Markov theorem and its nonlinear version. (Q1867133) (← links)
- Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression (Q2122805) (← links)