A new covariance estimator in random coefficient regression model

zbMATH Open0976.62063MaRDI QIDQ2736897FDOQ2736897

Authors: Nesan Chelliah 

Publication date: 11 September 2001

Published in: Sankhyā. Series B. Methodological (Search for Journal in Brave)

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zbMATH Keywords

random coefficientsresidual type statistics

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Cited In (3)

• Weighted Multivariate Regression Estimates Solved by Random Effects Approach
• A covariance regression model
• Estimation of covariance components for random-walk regression parameters

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