Iterated WLS using residuals for improved efficiency in the linear model with completely unknown heteroskedasticity

B.B. van der Genugten

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Name	Research memorandum / Tilburg University, Department of Economics
Volume	FEW 454

Keywords

@book{be7cf12d958647939244a3bbb4d2930a,

title = "Iterated WLS using residuals for improved efficiency in the linear model with completely unknown heteroskedasticity",

keywords = "Estimation, mathematische statistiek",

author = "{van der Genugten}, B.B.",

note = "Pagination: 34, vii",

year = "1990",

language = "English",

volume = "FEW 454",

series = "Research memorandum / Tilburg University, Department of Economics",

publisher = "Unknown Publisher",

}

TY - BOOK

T1 - Iterated WLS using residuals for improved efficiency in the linear model with completely unknown heteroskedasticity

AU - van der Genugten, B.B.

N1 - Pagination: 34, vii

PY - 1990

Y1 - 1990

KW - Estimation

KW - mathematische statistiek

M3 - Report

VL - FEW 454

T3 - Research memorandum / Tilburg University, Department of Economics

BT - Iterated WLS using residuals for improved efficiency in the linear model with completely unknown heteroskedasticity

PB - Unknown Publisher

ER -