The Asymptotic Covariance Matrix of the Least Squares Estimator in the Stochastic Linear Regression Model: The Case of Elliptically Symmetric Distribution (Q3622079)
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scientific article; zbMATH DE number 5546377
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| English | The Asymptotic Covariance Matrix of the Least Squares Estimator in the Stochastic Linear Regression Model: The Case of Elliptically Symmetric Distribution |
scientific article; zbMATH DE number 5546377 |
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The Asymptotic Covariance Matrix of the Least Squares Estimator in the Stochastic Linear Regression Model: The Case of Elliptically Symmetric Distribution (English)
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23 April 2009
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asymptotic robustness
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non-normality
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unconditional inference
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0.89265347
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0.8905531
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0.8899398
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0.8864793
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