On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing

DOI10.1007/S10463-009-0267-8MaRDI QIDQ652595zbMATH OpenOpenAlexFDO

Authors Alessandra Luati, Tommaso Proietti

Publication date 14 December 2011

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://mpra.ub.uni-muenchen.de/8910/1/MPRA_paper_8910.pdf

zbMATH Keywords

local polynomial regressionEpanechnikov kernelnon-invertible moving average processes

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12)

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• Seasonal adjustment with the X-11 method
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• Some Properties of a Class of Band Matrices
• Some Relationships Between BLUEs, WLSEs and SLSEs
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• When Does A ∗ A = B ∗ B and Why Does One Want to Know?
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Cited in

(2)

• A general approach of least squares estimation and optimal filtering
• Comparing the BLUEs under two linear models

Describes a project that uses

Uses Software

• KernSmooth

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