A new class of disturbance estimators in the general linear model

DOI10.1111/j.1467-9574.1972.tb00198.xzbMath0259.62055OpenAlexW1989766179MaRDI QIDQ5674807

J. Koerts, C. Dubbelman, A. P. J. Abrahamse

Publication date: 1972

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1972.tb00198.x

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (2)

The power of four tests of autocorrelation in the linear regression model ⋮ Linear unbiased approximators of the disturbances in the standard linear model

Cites Work

• Some Further Notes on Disturbance Estimates in Regression Analysis
• Linear Least Squares Regression
• New Estimators of Disturbances in Regression Analysis
• On a new test for autocorrelation in least squares regression

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