Least Squares Estimation when the Covariance Matrix and Parameter Vector are Functionally Related (Q3878570)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least Squares Estimation when the Covariance Matrix and Parameter Vector are Functionally Related |
scientific article |
Statements
1980
0 references
estimated covariance matrix
0 references
two-step estimation
0 references
linear model
0 references
asymptotic properties
0 references
maximum likelihood estimator
0 references
weighted joint least squares estimator
0 references
Least Squares Estimation when the Covariance Matrix and Parameter Vector are Functionally Related (English)
0 references
