The linear functional relation with Gaussian errors has been treated by many authors. Asymptotic properties have been given by Malinvaud (1970), Barnett (1970), Dolby (1972), Robertson (1974), Anderson (1976), Patefield (1977), van Houwelingen and Schipper (1981), Linssen (1980).


Asymptotic Property Regression Estimate Asymptotic Result Asymptotic Variance Fisher Information Matrix 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag New York Inc. 1984

Authors and Affiliations

  • Søren Johansen
    • 1
  1. 1.Institute of Mathematical StatisticsUniversity of CopenhagenCopenhagen ØDenmark

Personalised recommendations