Best quadratic unbiased estimation of the variance matrix in normal regression
- 1 September 1980
- journal article
- Published by Springer Nature in Statistische Hefte
- Vol. 21 (3) , 239-243
- https://doi.org/10.1007/bf02932618
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- A comment on “minimization of functions of a positive simidefinite matrix A subject to AX = 0”Journal of Multivariate Analysis, 1980
- Best quadratic unbiased estimators of the variance-covariance matrix in normal regressionJournal of Econometrics, 1973