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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 2, Pages 384–388
(Mi tvp2368)
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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
On a confidence estimation in a general linear regression model with nonhomogeneous variances
V. I. Pagurova Moscow
Abstract:
We consider the estimation of the parameter vector $\beta$ when the variances are not necessary equal. The corresponding solution is of the asymptotical character: it is based on an asymptotically efficient estimator of $\beta$ which depends on all observations.
Received: 12.08.1978
Citation:
V. I. Pagurova, “On a confidence estimation in a general linear regression model with nonhomogeneous variances”, Teor. Veroyatnost. i Primenen., 27:2 (1982), 384–388; Theory Probab. Appl., 27:2 (1983), 407–411
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https://www.mathnet.ru/eng/tvp2368 https://www.mathnet.ru/eng/tvp/v27/i2/p384
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