Lindley-like mean correction in the improved estimation of regression models with non-scalar covariance matrix

DOI10.1016/0165-1765(90)90102-7zbMath1384.62221OpenAlexW2044702545MaRDI QIDQ1676680

Govind Shukla, Anoop Chaturvedi

Publication date: 9 November 2017

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(90)90102-7

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Point estimation (62F10)

Cites Work

• Approximate Normality of Generalized Least Squares Estimates

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