In this paper, we consider a family of feasible generalised double k-class estimators in a linear regression model with non-spherical disturbances. We derive the large sample asymptotic distribution of the proposed family of estimators and compare its performance with the feasible generalized least
โฆ LIBER โฆ
Selecting a double k-class estimator for regression coefficients
โ Scribed by R.A.L. Carter; V.K. Srivastava; A. Chaturvedi
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 506 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0167-7152
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