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Estimation of the Variance Function in Heteroscedastic Linear Regression Models

โœ Scribed by Shen, Silian; Mei, Changlin


Book ID
120481375
Publisher
Taylor and Francis Group
Year
2009
Tongue
English
Weight
779 KB
Volume
38
Category
Article
ISSN
0361-0926

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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