Second-Order Expansion of Mean Squared Error Matrix of Generalized Least Squares Estimator with Estimated Parameters
研究了当样本与方差协方差矩阵中的结构参数估计量独立时，回归参数广义最小二乘估计量的均方误差矩阵的二阶展开式。
The second-order expansion of the mean squared error matrix of the generalized least squares estimators for the regression parameters is obtained when the samples and the estimators for the structural parameters contained in the variance-covariance matrix are independent.