A theorem on the covariance matrix of a generalized least squares estimator under an elliptically symmetric error (Q451411)
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scientific article; zbMATH DE number 6085472
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| English | A theorem on the covariance matrix of a generalized least squares estimator under an elliptically symmetric error |
scientific article; zbMATH DE number 6085472 |
Statements
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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0.8469048142433167
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0.8207914233207703
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0.794596254825592
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0.794596254825592
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0.778874397277832
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