A new covariance estimator in random coefficient regression model

MaRDI QIDQ2736897zbMATH OpenFDO

Authors Nesan Chelliah

Publication date 11 September 2001

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

zbMATH Keywords

random coefficientsresidual type statistics

Mathematics Subject Classification ID

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

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Cited in

(3)

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

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