Linear Least Squares Regression

From MaRDI portal
Publication:5538254

DOI10.1214/aoms/1177698603zbMath0155.26801OpenAlexW2034051496MaRDI QIDQ5538254

Geoffrey S. Watson

Publication date: 1967

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177698603




Related Items (26)

Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticitySome comments on six inequalities associated with the inefficiency of ordinary least squares with one regressorConcentration Ellipsoids, Their Planes of Support, and the Linear Regression ModelEquivalent sample sizes in time series regressionsQuadratic estimators of covariance components in a multivariate mixed linear modelA new class of disturbance estimators in the general linear modelExistence and uniqueness of weighted normal pseudosolutionsOn the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothingThe geometry of statistical efficiency and matrix statisticsThe efficiency of the sample mean in a linear regression model when errors follow a first-order moving average processRepresentations and expansions of weighted pseudoinverse matrices, iterative methods, and problem regularization. I. positive definite weightsSimulation factor screening using cross-spectral methodsOn D-optimal designs for linear models under correlated observations with an application to a linear model with multiple responseInvariant tests for covariance structures in multivariate linear modelThe error components regression model: conditional relative efficiency comparisonsThe efficiency of estimates in stationary autoregressive seriesOptimality of least squares in the seemingly unrelated regression equation modelWeighted Generalized Inverses, Oblique Projections, and Least-Squares ProblemsTesting and estimation of equal variances for correlated variablesSpectrum and trace invariance criterion and its statistical applicationsAn alternative form of the Watson efficiencyOptimality of BLUE's in a general linear model with incorrect design matrixEstimation of transfer functions in closed loop stochastic systemsOn the general problem of mean estimationUnnamed ItemEstimation of patterned covariance in the multivariate linear models: an outer product least-squares approach




This page was built for publication: Linear Least Squares Regression