Variance-Covariance perturbation analysis of a Linear Model

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.


Publié dans:
Survey Review, 37, 289, 246-257
Année
2003
Mots-clefs:
Autres identifiants:
Laboratoires:




 Notice créée le 2004-12-16, modifiée le 2019-12-05


Évaluer ce document:

Rate this document:
1
2
3
 
(Pas encore évalué)