๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

L-Estimation for Linear Models

โœ Scribed by Roger Koenker and Stephen Portnoy


Book ID
125230715
Publisher
American Statistical Association
Year
1987
Tongue
English
Weight
941 KB
Volume
82
Category
Article
ISSN
0162-1459

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Variance estimation for multivariate dyn
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