The Asymptotic Covariance Matrix of the Least Squares Estimator in the Stochastic Linear Regression Model: The Case of Elliptically Symmetric Distribution

Author： Hodoshima Jiro  

Publisher： Taylor & Francis Ltd

ISSN： 0361-0926

Source： Communications in Statistics: Theory and Methods, Vol.38, Iss.5, 2009-03, pp. : 661-674

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