The asymptotic behaviour of the estimated generalized least squares method in the linear regression model

DOI10.1111/j.1467-9574.1983.tb00807.xzbMath0519.62051OpenAlexW2061419111MaRDI QIDQ3668663

B. B. Van Der Genugten

Publication date: 1983

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://pure.uvt.nl/portal/en/publications/the-asymptotic-behaviour-of-the-estimated-generalized-least-squares-method-in-the-linear-regression-model(e481bca4-b12f-427b-bc8e-6fd3fe73ec9a).html

zbMATH Keywords

consistencyasymptotic normalityasymptotic behaviour of estimated generalized least squares method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

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Cites Work

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