A Comparison Between Maximum Likelihood and Generalized Least Squares in a Heteroscedastic Linear Model (Q3660716)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A Comparison Between Maximum Likelihood and Generalized Least Squares in a Heteroscedastic Linear Model
scientific article

    Statements

    0 references
    0 references
    1982
    0 references
    comparison
    0 references
    maximum likelihood
    0 references
    generalized least squares
    0 references
    heteroscedastic linear model
    0 references
    small misspecifications
    0 references
    functional relationship
    0 references
    contiguity
    0 references
    robustness
    0 references
    weighted least squares
    0 references
    hypothesis of homoscedasticity
    0 references
    A Comparison Between Maximum Likelihood and Generalized Least Squares in a Heteroscedastic Linear Model (English)
    0 references

    Identifiers