Recursive Regression Analysis When the Least-Squares Estimate is not Asymptotically Efficient

DOI10.1137/0119016zbMath0211.50702OpenAlexW2055909717MaRDI QIDQ5612969

Henry R. Richardson

Publication date: 1970

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0119016

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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