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Ordinary and weighted least-squares estimators - MaRDI portal

Ordinary and weighted least-squares estimators (Q5203517)

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scientific article; zbMATH DE number 4197190
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English
Ordinary and weighted least-squares estimators
scientific article; zbMATH DE number 4197190

    Statements

    Ordinary and weighted least-squares estimators (English)
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    1990
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    random regressor
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    asymptotic relative efficiency
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    weighted least-squares estimator
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    ordinary least-squares estimator
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    heteroscedastic linear regression model
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    squared residuals
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    adaptive estimator
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    Identifiers