Recursive estimation and residuals

DOI10.1016/0895-7177(95)00197-AzbMath0836.62053OpenAlexW2014124332MaRDI QIDQ1905874

Clyde A. McGilchrist

Publication date: 22 January 1996

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(95)00197-a

zbMATH Keywords

correlated errorsrecursive residualsrecursive estimatesregression relationship

Mathematics Subject Classification ID

Point estimation (62F10) Generalized linear models (logistic models) (62J12)

Cites Work

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• Reml estimation for repeated measures analysis
• Signed Residuals
• GENERALIZED INVERSES USED IN RECURSIVE ESTIMATION OF THE GENERAL LINEAR MODEL1
• Estimation in regression models with stationary, dependent errors
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• SOME THEOREMS IN LEAST SQUARES