A note on the correlation betweenS 2 and the least squares estimator in the linear regression model

DOI10.1007/BF02925544zbMath0774.62070OpenAlexW4241796646MaRDI QIDQ3136508

Henning Knautz, Götz Trenkler

Publication date: 18 October 1993

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02925544

zbMATH Keywords

correlationleast squares estimatorcorrelated errorsfinite fourth moments

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (2)

Optimal testing for equicorrelated linear regression models ⋮ On the Interrelation Between the Sample Mean and the Sample Variance

Cites Work

• Simultaneous estimation of expectation and covarianee matrix in linear models²
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