The Effect of Estimating Weights in Weighted Least Squares (Q3033142)

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The Effect of Estimating Weights in Weighted Least Squares
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    1988
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    asymptotic expansions
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    effect of iteration
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    heteroscedasticity
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    variance functions
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    weighted least squares regression
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    estimating weights
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    bootstrap
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    number of iterative weightings
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    generalized least squares
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    covariance stabilization
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    initial estimate
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    The Effect of Estimating Weights in Weighted Least Squares (English)
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