Heteroskedasticity

Abstract

This chapter contains section titled: INTRODUCTION SAMPLING THEORY INFERENCE WITH KNOWN COVARIANCE MATRIX SAMPLING THEORY ESTIMATION AND INFERENCE WITH UNKNOWN COVARIANCE MATRIX BAYESIAN INFERENCE CONCLUDING REMARKS INTRODUCTION SAMPLING THEORY INFERENCE WITH KNOWN COVARIANCE MATRIX SAMPLING THEORY ESTIMATION AND INFERENCE WITH UNKNOWN COVARIANCE MATRIX BAYESIAN INFERENCE CONCLUDING REMARKS