A Comparison Between Maximum Likelihood and Generalized Least Squares in a Heteroscedastic Linear Model (Q3660716)
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English | A Comparison Between Maximum Likelihood and Generalized Least Squares in a Heteroscedastic Linear Model |
scientific article |
Statements
1982
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comparison
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maximum likelihood
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generalized least squares
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heteroscedastic linear model
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small misspecifications
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functional relationship
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contiguity
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robustness
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weighted least squares
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hypothesis of homoscedasticity
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A Comparison Between Maximum Likelihood and Generalized Least Squares in a Heteroscedastic Linear Model (English)
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