Covariances of Least-Squares Estimates When Residuals are Correlated
Siddiqui, M. M.
Ann. Math. Statist., Tome 29 (1958) no. 4, p. 1251-1256 / Harvested from Project Euclid
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In this paper we will study the effects on the covariance matrix of the least-squares estimates of regression coefficients and on the estimate of the residual variance when the usual condition of independence of residuals is violated. The cases of linear trend and of regression on trigonometric functions will be considered in some detail.
Publié le : 1958-12-14
Classification:  
@article{1177706456,
     author = {Siddiqui, M. M.},
     title = {Covariances of Least-Squares Estimates When Residuals are Correlated},
     journal = {Ann. Math. Statist.},
     volume = {29},
     number = {4},
     year = {1958},
     pages = { 1251-1256},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177706456}
}

Siddiqui, M. M. Covariances of Least-Squares Estimates When Residuals are Correlated. Ann. Math. Statist., Tome 29 (1958) no. 4, pp.  1251-1256. http://gdmltest.u-ga.fr/item/1177706456/