Density of the least squares estimator in the multivariate linear model with arbitrary normal variables

zbMath0936.62063MaRDI QIDQ1965943

B. B. Van Der Genugten

Publication date: 2 March 2000

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

least squares estimatormultivariate linear modelnumerical evaluation of probability densities

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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