This article is cited 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

 English version: Theory of Probability and its Applications, 1983, 27:2, 407–411

Bibliographic databases:

• 
• 
•