Generalized Least Squares
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Anderson modelAR(1) error modelbest linear unbiasedconcentration inequalitycovarianceefficiencyelliptically symmetric distributionequivalenceGauss-Markov theoremgeneral linear regression modelgeneralized least squaresgroup invariancegrowth curve modelheteroscedastic modelloss functionmaximum likelihoodmultivariate normal distributionnonlinearrestricted generalized least squaresrisk matrixseemingly unrelated regression modelserial correlation modeluniform boundupper boundWishart distributionZellner estimator
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- scientific article; zbMATH DE number 47310
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- Empirically effective bond pricing model and analysis on term structures of implied interest rates in financial crisis
- Sparse identification of nonlinear dynamical systems via reweighted \(\ell_1\)-regularized least squares
- Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression
- Least squares and generalized least squares in models with orthogonal block structure
- Inference for types and structured families of commutative orthogonal block structures
- Optimal variance estimation without estimating the mean function
- Empirically effective bond pricing model for USGBs and analysis on term structures of implied interest rates in financial crisis
- A unified approach to marginal equivalence in the general framework of group invariance
- An algebraic formulation of inverse problems in MP dynamics
- Structure identification in panel data analysis
- Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix
- Generalized Least Squares Estimation of a Genotypic Covariance Matrix
- Adaptive cascade
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- A theorem on the covariance matrix of a generalized least squares estimator under an elliptically symmetric error
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- Estimability of variance components when all model matrices commute
- Data-driven sparse identification of nonlinear dynamical systems using linear multistep methods
- Bi-additive models for extremes
- Confidence intervals and ellipsoids for estimable functions and estimable vectors in models with orthogonal block structure
- Subgroup identification via homogeneity pursuit for dense longitudinal/spatial data
- Sample size for partially nested designs and other nested or crossed designs with a continuous outcome when adjusted for baseline
- A computational framework to systematize uncertainty analysis in the sediment fingerprinting approach using least square methods
- Best equivariant estimator of precision matrix in a seemingly unrelated regression model
- Linear dimensionality reduction methods for analyzing structured biomedical data: existing research and future opportunities
- Linear Source Apportionment Using Generalized Least Squares
- General expression of best equivariant estimators of regression coefficients in seemingly unrelated regression models
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- A generalized estimator in econometric methods
- _1-regularized generalized least squares
- Covariance structure associated with an equality between two general ridge estimators
- Impact of unknown covariance structures in semiparametric models for longitudinal data: an application to Wisconsin diabetes data
- A new approach to linear regression with multivariate splines
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