On algorithms for generalized least squares problems with ill-conditioned covariance matrices
From MaRDI portal
Publication:1815669
zbMath0875.62291MaRDI QIDQ1815669
Publication date: 13 May 1997
Published in: Computational Statistics (Search for Journal in Brave)
Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)
Related Items (2)
Estimating seemingly unrelated regression models with vector autoregressive disturbances ⋮ A comparative study of algorithms for solving seemingly unrelated regressions models
This page was built for publication: On algorithms for generalized least squares problems with ill-conditioned covariance matrices
