Generalized Least Squares

DOI10.1002/0470866993zbMath1057.62049OpenAlexW403953909MaRDI QIDQ4823183

Hiroshi Kurata, Takeaki Kariya

Publication date: 27 October 2004

Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/0470866993

zbMATH Keywords

equivalenceupper boundAnderson modelefficiencynonlineargrowth curve modelloss functionmaximum likelihoodGauss-Markov theoremWishart distributioncovariancegeneralized least squaresconcentration inequalitymultivariate normal distributionheteroscedastic modelelliptically symmetric distributiongroup invarianceseemingly unrelated regression modeluniform boundgeneral linear regression modelbest linear unbiasedZellner estimatorrisk matrixserial correlation modelrestricted generalized least squaresAR(1) error model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

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