Corrected score estimators in linear multivariate multiple regression models with heteroscedastic measurement errors
In this study, the knowledge of estimation theory based on the corrected score (CS) approach is extended in a linear multivariate multiple regression model with heteroscedastic measurement errors (HMEs) and an unknown HME variance. The heteroscedasticity of the HME variance is assumed to be capabl...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Prince of Songkla University
2018-06-01
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Series: | Songklanakarin Journal of Science and Technology (SJST) |
Subjects: | |
Online Access: | https://rdo.psu.ac.th/sjstweb/journal/40-3/4.pdf |