The following pages link to Generalized Least Squares (Q4823183):
Displaying 39 items.
- Structure identification in panel data analysis (Q292885) (← links)
- Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix (Q312583) (← links)
- A theorem on the covariance matrix of a generalized least squares estimator under an elliptically symmetric error (Q451411) (← links)
- Difference-based variance estimation in nonparametric regression with repeated measurement data (Q496469) (← links)
- A generalized estimator in econometric methods (Q704899) (← links)
- Covariance structure associated with an equality between two general ridge estimators (Q779685) (← links)
- Impact of unknown covariance structures in semiparametric models for longitudinal data: an application to Wisconsin diabetes data (Q961915) (← links)
- A new approach to linear regression with multivariate splines (Q976235) (← links)
- An approach to upper bound problems for risks of generalized least squares estimators (Q1086936) (← links)
- Some applications of Anderson's inequality to some optimality criteria of the generalized least squares estimator (Q1193394) (← links)
- Bounds for normal approximations to the distributions of generalized least squares predictors and estimators (Q1193986) (← links)
- Least upper bound for the covariance matrix of a generalized least squares estimator in regression with applications to a seemingly unrelated regression model and a heteroscedastic model (Q1354380) (← links)
- Measuring credit risk of individual corporate bonds in US energy sector (Q1627685) (← links)
- Pseudoinverse preconditioners and iterative methods for large dense linear least-squares problems (Q1653924) (← links)
- A multi-moment constrained finite volume method on arbitrary unstructured grids for incompressible flows (Q1674526) (← links)
- FIR systems identification under quantized output observations and a large class of persistently exciting quantized inputs (Q1697664) (← links)
- Empirically effective bond pricing model and analysis on term structures of implied interest rates in financial crisis (Q1929150) (← links)
- Sparse identification of nonlinear dynamical systems via reweighted \(\ell_1\)-regularized least squares (Q2021994) (← links)
- Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression (Q2122805) (← links)
- Least squares and generalized least squares in models with orthogonal block structure (Q2266905) (← links)
- Inference for types and structured families of commutative orthogonal block structures (Q2342930) (← links)
- Optimal variance estimation without estimating the mean function (Q2435225) (← links)
- Empirically effective bond pricing model for USGBs and analysis on term structures of implied interest rates in financial crisis (Q2807792) (← links)
- A unified approach to marginal equivalence in the general framework of group invariance (Q2834648) (← links)
- An algebraic formulation of inverse problems in MP dynamics (Q2852137) (← links)
- Adaptive Cascade (Q3562812) (← links)
- Small Area Estimation with Correctly Specified Linking Models (Q4561863) (← links)
- Fourth-order kernel method for simple linear degradation model (Q4563382) (← links)
- Model‐based clustering of regression time series data via APECM—an AECM algorithm sung to an even faster beat (Q4969810) (← links)
- Testing discontinuities in nonparametric regression (Q5139003) (← links)
- Weak SINDy: Galerkin-Based Data-Driven Model Selection (Q5157694) (← links)
- Estimation in additive models and ANOVA-like applications (Q5861420) (← links)
- Estimability of variance components when all model matrices commute (Q5962509) (← links)
- Data-driven sparse identification of nonlinear dynamical systems using linear multistep methods (Q6042122) (← links)
- Bi-additive models for extremes (Q6053850) (← links)
- Confidence intervals and ellipsoids for estimable functions and estimable vectors in models with orthogonal block structure (Q6141842) (← links)
- Subgroup identification via homogeneity pursuit for dense longitudinal/spatial data (Q6624695) (← links)
- Sample size for partially nested designs and other nested or crossed designs with a continuous outcome when adjusted for baseline (Q6626881) (← links)
- A computational framework to systematize uncertainty analysis in the sediment fingerprinting approach using least square methods (Q6636472) (← links)
