A theorem on the covariance matrix of a generalized least squares estimator under an elliptically symmetric error
| Year of publication: |
2010
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|---|---|
| Authors: | Kurata, Hiroshi |
| Published in: |
Statistical Papers. - Springer. - Vol. 51.2010, 2, p. 389-395
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| Publisher: |
Springer |
| Subject: | Linear regression model | Covariance matrix | Elliptically symmetric distribution | Generalized least squares estimator | Heteroscedastic model |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008456179