Projection estimators for unknown covariance matrices in linear models

DOI10.1080/02331888008801534zbMATH Open0456.62059OpenAlexW2053603838MaRDI QIDQ3906280FDOQ3906280

Authors: Olaf Bunke, Hannelore Wandl 

Publication date: 1980

Published in: Series Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888008801534

zbMATH Keywords

linear modelsrisk functionprojection estimatorsheteroscedastic variancesunknown covariance matricesequicorrelated observations

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05)

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