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Generalized least squares
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Mathematics
Area of mathematics
Probability and statistics
Statistical modelling
Normal linear model
Weighted least squares
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Generalized least squares minimizes
(
Y
−
Xβ
)
T
Ω
−
1
(
Y
−
Xβ
)
for a known covariance shape
Ω
.
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32
1
Whitening transformation
Generalized least squares
20
Ancestors
(7)
Weighted least squares
Normal linear model
Statistical modelling
Probability and statistics
Area of mathematics
Mathematics
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