On the Probability of a Negative Estimator of Heteroscedasticity in the Random Coefficient Model

DOI10.1002/BIMJ.4710240511zbMath0491.62051OpenAlexW2005179575MaRDI QIDQ3953017

Virender Kumar Srivastava, Baldev Raj

Publication date: 1982

Published in: Biometrical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/bimj.4710240511

zbMATH Keywords

random coefficient modelasymptotic bounds for probabilitynegative variance estimatorprobability of negative estimator of heteroscedasticity

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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