IV.—On Least Squares and Linear Combination of Observations

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(75)

Series cronologicas estacionarias
Theorems Relating to Quadratic Forms and their Discriminant Matrices
Projections, generalized inverses, and quadratic forms
A sequential regression model for big data with attributive explanatory variables
A derivation of the Black-Litterman formula and its symmetry property
Efficient semiparametric seemingly unrelated quantile regression estimation
Joint Mean and Covariance Estimation with Unreplicated Matrix-Variate Data
The Basis for the Criterion of Least Squares
Full maximum likelihood estimation of second-order autoregressive error models
Autocorrelated errors in panel linear regression: a new objective Bayesian perspective
Fitting the Bartlett-Lewis rainfall model using approximate Bayesian computation
Quantum generalized least squares method in system identification
On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model
Statistical outlier analysis in litigation support: The case of Paul F. Engler and Cactus Feeders, Inc., v. Oprah Winfrey et al
Some further remarks on the singular linear model
Application of statistical mechanics methodology to term-structure bond- pricing models
On component analyses
Estimation of the covariance matrix of structural disturbances in a complete equation system
Estimation of patterned covariance in the multivariate linear models: an outer product least-squares approach
Some early statistical contributions to the theory and practice of linear algebra
Some further remarks on the linear sufficiency in the linear model
Vision and influence in econometrics: John Denis Sargan
Comparison of different estimation methods for extreme value distribution
A note on the performance of biased estimators with autocorrelated errors
Clive W. J. Granger and cointegration
Extending some results and proofs for the singular linear model
Statistische Analyse des homogenen und des inhomogenen Poissonprozesses
Einige statistische Verfahren im Zusammenhang mit Poissonprozessen und deren Anwendung
CODATA recommended values of the fundamental physical constants: 1998
Structural inference of the parameters of the heteroscedastic simultaneous equation model
The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: Some examples and a literature review
On the estimation of Engel elasticities from grouped observations with application to Indonesian data
On the quality of likelihood-based estimators in spatial autoregressive models when the data dependence structure is misspecified
A Generalized Levene's Scale Test for Variance Heterogeneity in the Presence of Sample Correlation and Group Uncertainty
Generalized fused Lasso for treatment pooling in network meta-analysis
Best affine unbiased response decomposition
Ridge estimator with correlated errors and two-stage ridge estimator under inequality restrictions
A. C. Aitken and the consolidation of matrix theory
Testing normality in the presence of outliers
Numerical method for estimating multivariate conditional distributions
Lineare gleichungssysteme und lineare modelle in der versicherungsmathematik
Mixed Lasso estimator for stochastic restricted regression models
Multivariate time series modeling, estimation and prediction of mortalities
Linear minimum-variance approximants for noisy data
Visualizing the flow of evidence in network meta-analysis and characterizing mixed treatment comparisons
Simultaneous prediction using target function based on principal components estimator with correlated errors
Adding regressors to obtain efficiency
On simultaneous best linear unbiased prediction of future order statistics and associated properties
Maximum likelihood approach to parameter estimation for linear functional relationships
Linear trimmed means for the linear regression with AR(1) errors model
On the Gauss-Helmert model with a singular dispersion matrix where BQ is of smaller rank than B
Some diagnostic tools in robust econometrics
Efficiency and Validity Analyses of Two-Stage Estimation Procedures and Derived Testing Procedures in Quantitative Linear Models with AR(1) Errors
Gaussian conditional random fields extended for directed graphs
Doing Least Squares: Perspectives from Gauss and Yule
scientific article; zbMATH DE number 7148144 (Why is no real title available?)
A recursive algorithm for the single and product moments of order statistics from the exponential-geometric distribution and some estimation methods
Detecting outlying trials in network meta-analysis
Operator trigonometry of statistics and econometrics
Optimal allocation of observations in stepped-wedge and other cluster studies with correlated cluster-period effects
Asymptotically best linear unbiased tail estimators under a second-order regular variation condition
Operator-valued formulas for Riemannian gradient and Hessian and families of tractable metrics in Riemannian optimization
The feasible generalized restricted ridge regression estimator
The geometry of statistical efficiency and matrix statistics
On the estimation of generalized linear probability model involving discrete random variables
Determinacy in the Linear Model: Gauss to Bose and Koopmans
Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations
Projector operators in the multivariate Zyskind-Martin model
Comparison of naïve, Kenward-Roger, and parametric bootstrap interval approaches to small-sample inference in linear mixed models
Straight-line models in star-shaped mixtures
The Algebra of Estimation in Linear Econometric Systems∗
Network meta-analysis: a statistical physics perspective
On the confluent approach in regression analysis.
Estimation of the disturbance structure from data using semidefinite programming and optimal weighting
Linear Source Apportionment Using Generalized Least Squares

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