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Generalized Least Squares Estimators In Analysis Of Covariance Structures
SOUTH AFRICAN STATISTICAL JOURNAL, no. 1 (1974): 1-24
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Let S represent the usual unbiased estimator of a covariance matrix. ?o, whose elements are functions of a parameter vector ?o:?o = ?(?o). A generalized least squares (G.L.S.) estimate, ?. of ?o may be obtained by minimizing tr[ {S - ?(?) }V]2 where V is some positive definite matrix.
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