Iterative Weighted Least Squares Estimation in Heteroscedastic Linear Models (Q4694183)
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scientific article; zbMATH DE number 218473
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Iterative Weighted Least Squares Estimation in Heteroscedastic Linear Models |
scientific article; zbMATH DE number 218473 |
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Iterative Weighted Least Squares Estimation in Heteroscedastic Linear Models (English)
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11 October 1993
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empirical Bayes
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robustness
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iterative weighted least squares estimation
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heteroscedastic linear models
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asymptotically optimal weight function
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inverse gamma model
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average squared residual
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variance estimate
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