On algorithms for generalized least squares problems with ill-conditioned covariance matrices

zbMATH Open0875.62291MaRDI QIDQ1815669FDOQ1815669

Authors: Inge Söderkvist 

Publication date: 13 May 1997

Published in: Computational Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

Cited In (2)

• Estimating seemingly unrelated regression models with vector autoregressive disturbances
• A comparative study of algorithms for solving seemingly unrelated regressions models

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