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

DOI10.1007/BF02925544zbMATH Open0774.62070OpenAlexW4241796646MaRDI QIDQ3136508FDOQ3136508

Authors: 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

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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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Simultaneous estimation of expectation and covarianee matrix in linear models²
• Title not available (Why is that?)

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• On the Interrelation Between the Sample Mean and the Sample Variance
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• Erratum to: ``A note on the correlation between \(S^ 2\) and the least squares estimator in the linear regression model
• Optimal testing for equicorrelated linear regression models
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• On the correlation between \(\overline X\) and \(S^ 2\)

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