A theorem on the covariance matrix of a generalized least squares estimator under an elliptically symmetric error (Q451411)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A theorem on the covariance matrix of a generalized least squares estimator under an elliptically symmetric error |
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A theorem on the covariance matrix of a generalized least squares estimator under an elliptically symmetric error (English)
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23 September 2012
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linear regression model
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heteroscedastic model
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