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The sensitivity of OLS when the variance matrix is (partially) unknown - MaRDI portal

The sensitivity of OLS when the variance matrix is (partially) unknown (Q1806696)

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scientific article; zbMATH DE number 1358168
Language Label Description Also known as
English
The sensitivity of OLS when the variance matrix is (partially) unknown
scientific article; zbMATH DE number 1358168

    Statements

    title
    The sensitivity of OLS when the variance matrix is (partially) unknown (English)
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    author
    Anurag N. Banerjee
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    Jan R. Magnus
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    publication date
    8 November 1999
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    zbMATH Keywords
    least squares
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    autocorrelation
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    sensitivity
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    Durbin-Watson test
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    describes a project that uses
    nag
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    NAG
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    Identifiers

    zbMATH DE Number
    1358168
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    Wikidata QID
    Q126340661
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