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Estimation for Linear Models with Unequal Variances

โœ Scribed by H. O. Hartley and K. S. E. Jayatillake


Book ID
125214770
Publisher
American Statistical Association
Year
1973
Tongue
English
Weight
646 KB
Volume
68
Category
Article
ISSN
0162-1459

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โœ Emanuel Barbosa; Jeff Harrison ๐Ÿ“‚ Article ๐Ÿ“… 1992 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 383 KB ๐Ÿ‘ 1 views

The problem of estimating unknown observational variances in multivariate dynamic linear models is considered. Conjugate procedures are possible for univariate models and also for special very restrictive common components models but they are not generally applicable. However, for clarity of operati