Efficiency of iterated WLS in the linear model with completely unknown heteroskedasticity (Q3142169)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficiency of iterated WLS in the linear model with completely unknown heteroskedasticity |
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Efficiency of iterated WLS in the linear model with completely unknown heteroskedasticity (English)
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19 January 1994
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iterated weighted least squares
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unknown heteroskedasticity
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ordinary least squares
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weighted sum of squared residuals
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linear model
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symmetrically distributed errors
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error variance
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estimate of the covariance matrix
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increasing sample size
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asymptotic efficiency
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