A final twist on the equality of OLS and GLS
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Publication:1393065
DOI10.1007/BF02929707zbMath0899.62083MaRDI QIDQ1393065
Publication date: 2 August 1998
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02929707
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Mean driven balance and uniformly best linear unbiased estimators, Let us do the twist again, On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing
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