Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 2, pp. 384-388
Citer cet article
V. I. Pagurova. On a confidence estimation in a general linear regression model with nonhomogeneous variances. Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 2, pp. 384-388. http://geodesic.mathdoc.fr/item/TVP_1982_27_2_a23/
@article{TVP_1982_27_2_a23,
author = {V. I. Pagurova},
title = {On a confidence estimation in a~general linear regression model with nonhomogeneous variances},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {384--388},
year = {1982},
volume = {27},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1982_27_2_a23/}
}
TY - JOUR
AU - V. I. Pagurova
TI - On a confidence estimation in a general linear regression model with nonhomogeneous variances
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1982
SP - 384
EP - 388
VL - 27
IS - 2
UR - http://geodesic.mathdoc.fr/item/TVP_1982_27_2_a23/
LA - ru
ID - TVP_1982_27_2_a23
ER -
%0 Journal Article
%A V. I. Pagurova
%T On a confidence estimation in a general linear regression model with nonhomogeneous variances
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1982
%P 384-388
%V 27
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1982_27_2_a23/
%G ru
%F TVP_1982_27_2_a23
We consider the estimation of the parameter vector $\beta$ when the variances are not necessary equal. The corresponding solution is of the asymptotical character: it is based on an asymptotically efficient estimator of $\beta$ which depends on all observations.
