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LO STIMATORE MIVQUE DELLA VARIANZA
Giornale degli Economisti e Annali di Economia
Nuova Serie, Anno 39, No. 9/10 (Settembre-Ottobre 1980), pp. 679-684
Published by: EGEA SpA
Stable URL: http://www.jstor.org/stable/23244576
Page Count: 6
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The paper deals with optimal quadratic unbiased estimation of the unknown variance in multivariate regression models, without assuming normality of errors. From the MIVQUE theory developed by C.R. Rao, in which the dispersion matrix of errors is a diagonal matrix whose elements are the different variances, the A. obtains the estimator of the variances when indipendent errors have a common variance and kurtosis.
Giornale degli Economisti e Annali di Economia © 1980 EGEA SpA