Least upper bound for the covariance matrix of a generalized least squares estimator in regression with applications to a seemingly unrelated regression model and a heteroscedastic model

Annals of Statistics

Volumn 24, Issue 4, 1996, Pages 1547-1559

  Kurata, Hiroshi ^a   Kariya, Takeaki ^b  

^a YAMAGUCHI UNIVERSITY   (Japan)

^b HITOTSUBASHI UNIVERSITY   (Japan)

Author keywords

Efficiency of GLSE; Heteroscedastic model; Kantorovich inequality; Nonlinear Gauss Markov theorem; Seemingly unrelated equation

Indexed keywords

EID: 0030369801     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1032298283     Document Type: Article

References (11)

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