Generalized Least Squares (Q4823183)
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scientific article; zbMATH DE number 2110661
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Least Squares |
scientific article; zbMATH DE number 2110661 |
Statements
Generalized Least Squares (English)
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27 October 2004
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multivariate normal distribution
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Wishart distribution
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elliptically symmetric distribution
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group invariance
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general linear regression model
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generalized least squares
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best linear unbiased
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maximum likelihood
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restricted generalized least squares
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Gauss-Markov theorem
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nonlinear
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covariance
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AR(1) error model
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Anderson model
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loss function
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risk matrix
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efficiency
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equivalence
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Zellner estimator
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heteroscedastic model
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serial correlation model
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seemingly unrelated regression model
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growth curve model
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concentration inequality
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uniform bound
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upper bound
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