Operational variants of the minimum mean squared error estimator in linear regression models with non-spherical disturbances
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Publication:1585891
DOI10.1023/A:1004169923370zbMath1064.62542OpenAlexW1975145240MaRDI QIDQ1585891
Alan T. K. Wan, Anoop Chaturvedi
Publication date: 8 January 2003
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1004169923370
Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)
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