On exact inference in linear models with two variance-covariance components
نویسندگان
چکیده
منابع مشابه
On Variance–covariance Components Estimation in Linear Models with Ar(1) Disturbances
Estimation of the autoregressive coefficient % in linear models with firstorder autoregressive disturbances has been broadly studied in the literature. Based on C.R. Rao’s MINQE-theory, Azäıs et al. (1993) gave a new general approach for computing locally optimum estimators of variance-covariance components in models with non-linear structure of the variance-covariance matrix. As a special case...
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ژورنال
عنوان ژورنال: Tatra Mountains Mathematical Publications
سال: 2012
ISSN: 1210-3195
DOI: 10.2478/v10127-012-0017-9