Iterated weighted least squares in heteroscedastic lineaipmod%81è
type: Item
instance of: scholarly article
title: Iterated weighted least squares in heteroscedastic lineaipmod%81è
zbMATH Open document ID: 0742.62063
DOI: 10.1080/02331889108802331
author: B. B. Van Der Genugten
published in: Statistics
publication date: 1992-06-28T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 34640
zbMATH Keywords: heteroscedastic linear models
zbMATH Keywords: iterated weighted least squares
zbMATH Keywords: linear model with symmetrically distributed errors
zbMATH Keywords: explanatory variables
zbMATH Keywords: OLS
zbMATH Keywords: squared residuals
zbMATH Keywords: estimate of the covariance matrix
zbMATH Keywords: large sample properties
zbMATH Keywords: asymptotic efficiency
zbMATH Keywords: finite-sample properties
zbMATH Keywords: simulation results
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/02331889108802331
OpenAlex ID: W2083192739
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description: scientific article; zbMATH DE number 34640