Asymptotic distribution of the weighted least squares estimator
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Publication:583756
DOI10.1007/BF00049402zbMath0692.62012MaRDI QIDQ583756
Publication date: 1989
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
moment conditions; asymptotic distribution of the weighted least squares estimator; consistent estimator of the asymptotic covariance matrix; error distributions; heteroscedastic linear regression model
62H12: Estimation in multivariate analysis
62E20: Asymptotic distribution theory in statistics
62J05: Linear regression; mixed models
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