A recursive two-step method of least squares
type: Item
instance of: scholarly article
title: A recursive two-step method of least squares
zbMATH Open document ID: 0567.93063
author: F. M. Abdullaev
author: Eh. Kh. Gejdarov
published in: Automation and Remote Control
publication date: 1985-01-01T00:00:00Z
review text: A two-step method is considered for estimating the parameters of a regression equation on a finite sample. Conditions are obtained under which the mean-square error of such an estimate is smaller than the corresponding error of the method of least squares. It is shown that such conditions represent situations in which identification is difficult. The results of a computer analysis of the two-step method are presented.
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 93E25
Mathematics Subject Classification ID: 62L12
zbMATH DE Number: 3906365
zbMATH Keywords: two-step method
zbMATH Keywords: regression
zbMATH Keywords: finite sample
zbMATH Keywords: mean-square error
zbMATH Keywords: least squares
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3906365