Pages that link to "Item:Q537289"
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The following pages link to Asymptotic variance-covariance matrices for the linear structural model (Q537289):
Displaying 9 items.
- Asymptotically independent estimates in a structural linear model with measurement errors (Q1729389) (← links)
- Method of Moments Estimation in Linear Regression with Errors in both Variables (Q2921868) (← links)
- An overview of linear structural models in errors in variables regression (Q2925446) (← links)
- The Matrix-Logarithmic Covariance Model (Q3128661) (← links)
- (Q3313100) (← links)
- The Asymptotic Covariance Matrix of the Least Squares Estimator in the Stochastic Linear Regression Model: The Case of Elliptically Symmetric Distribution (Q3622079) (← links)
- (Q4697617) (← links)
- Asymptotically distribution‐free methods for the analysis of covariance structures (Q5186574) (← links)
- (Q5490727) (← links)