On the variance of the feasible weighted least squares estimator

DOI10.3836/TJM/1270042121zbMath0946.62023OpenAlexW2006958681MaRDI QIDQ1382857

Kiyoshi Inoue

Publication date: 29 October 2000

Published in: Tokyo Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3836/tjm/1270042121

zbMATH Keywords

Cramer-Rao lower boundunbiased estimatorweighted least squares estimatoroptimal estimatorlimiting variance

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

This page was built for publication: On the variance of the feasible weighted least squares estimator