Asymptotic efficiency of estimators in the multivariate linear model

DOI10.1080/02331887708801389zbMATH Open0392.62035OpenAlexW2011455335MaRDI QIDQ4174094FDOQ4174094

Authors: Michael Nussbaum 

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1080/02331887708801389

zbMATH Keywords

Asymptotic EfficiencyLeast Squares EstimatorAsymptotically NormalMultivariate Linear ModelTwo-Step Estimator

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Cited In (1)

• Asymptotic normality and consistency of a two-stage generalized least squares estimator in the growth curve model

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