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A Best Linear Unbiased Estimator of Rβ with α Scalar Variance Matrix

Neudecker, H.; Satorra, A. - In: Econometric Theory 8 (1992) 01, pp. 159-160

Persistent link: https://www.econbiz.de/10008739854

A Matrix Invariance Problem

Neudecker, H.; Satorra, A. - In: Econometric Theory 8 (1992) 02, pp. 310-311

Persistent link: https://www.econbiz.de/10008739866

A Property of the Duplication Matrix

Neudecker, Heinz; Satorra, Albert - In: Econometric Theory 7 (1991) 01, pp. 144-145

Persistent link: https://www.econbiz.de/10005411723

A Kronecker Matrix Inequality with a Statistical Application

Neudecker, Heinz; Satorra, Albert; Trenkler, Götz; … - In: Econometric Theory 11 (1995) 03, pp. 654-655

Persistent link: https://www.econbiz.de/10004967763

A Kronecker Matrix Inequality with a Statistical Application

Neudecker, Heinz; Satorra, Albert - In: Econometric Theory 9 (1993) 03, pp. 524-524

Persistent link: https://www.econbiz.de/10004987263

On the Asymptotic Optimality of Alternative Minimum-Distance Estimators in Linear Latent-Variable Models

Satorra, Albert; Neudecker, Heinz - In: Econometric Theory 10 (1994) 05, pp. 867-883

In the context of linear latent-variable models, and a general type of distribution of the data, the asymptotic optimality of a subvector of minimum-distance estimators whose weight matrix uses only second-order moments is investigated. The asymptotic optimality extends to the whole vector of...

Persistent link: https://www.econbiz.de/10005104680