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Estimating Heteroscedastic Variances in Linear Models

โœ Scribed by Susan D. Horn, Roger A. Horn and David B. Duncan


Book ID
125215518
Publisher
American Statistical Association
Year
1975
Tongue
English
Weight
986 KB
Volume
70
Category
Article
ISSN
0162-1459

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โœ Carol Hoferkamp; Shyamal Das Peddada ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 172 KB

Estimation of parameters in linear fixed and mixed effects models, under order restrictions on the error variances, is considered in this article. For simplicity of exposition, we shall assume that the error variances are subject to simple order restriction. Similar methodology can be developed for