Pages that link to "Item:Q1275411"

The following pages link to Double shrinkage estimation of common coefficients in two regression equations with hetersocedasticity (Q1275411):

Displaying 3 items.

• A theorem on the covariance matrix of a generalized least squares estimator under an elliptically symmetric error (Q451411) (← links)
• Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models (Q1421859) (← links)
• Heteroscedasticity diagnostics in two-phase linear regression models (Q3638526) (← links)