Pages that link to "Item:Q4935440"
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The following pages link to Estimators corrected for covariances among linear regressions (Q4935440):
Displaying 8 items.
- A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions (Q386291) (← links)
- Second order bias of quasi-MLE for covariance structure models (Q435788) (← links)
- Asymptotic properties of covariate-adjusted regression with correlated errors (Q1017812) (← links)
- The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models (Q1899247) (← links)
- Bias correction in a multivariate normal regression model with general parameterization (Q2270864) (← links)
- Computation of the factorized error covariance of the difference between correlated estimators (Q3352950) (← links)
- Bias approximations for covariance parameter estimators in the linear model with ar(1) errors (Q3474072) (← links)
- BIAS in linear regression models with unknown covariance matrix (Q4387670) (← links)