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)
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scientific article; zbMATH DE number 1006594
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| English | 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 |
scientific article; zbMATH DE number 1006594 |
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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 (English)
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5 May 1997
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seemingly unrelated regression model
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nonlinear Gauss-Markov theorem
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efficiency
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Kantorovich inequality
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general normal regression model
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least upper bound
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covariance matrix
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generalized least squares estimator
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Gauss-Markov estimator
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Zellner estimator
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heteroscedastic model
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0.8735347390174866
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0.8355259895324707
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0.8351924419403076
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0.8122466206550598
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