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research article
Variance-Covariance perturbation analysis of a Linear Model
2003
In this paper the perturbation influence properties of the stochastic model (variance-covariance) in linear models is discussed in detail. Some very useful formulae are established about the variance-covariance perturbation influence on the model parameter estimation. Then, the influence properties are analyzed in different cases and illustrated by two examples.
Type
research article
Web of Science ID
WOS:000183894400008
Author(s)
Date Issued
2003
Published in
Volume
37
Issue
289
Start page
246
End page
257
Subjects
Peer reviewed
REVIEWED
Written at
EPFL
EPFL units
Available on Infoscience
December 16, 2004
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