Nonnegative-definite covariance structures for which the least squares estimator is the best linear unbiased estimator     Nonnegative-definite covariance structures  the least squares estimator       font style='font-size:12px;'> 2010/9/15

For the Gauss-Markov model with E(y) = Xβ and Var(y) = V,we establish a new explicit characterization of the general nonnegative-definite covariance structure V such that the best linear unbiased est...

存档文本 存档附件 原文地址 文献传递

Recursive Least Squares Estimator with Multiple Exponential Windows in Vector Autoregression     exponential window  rectangular window       font style='font-size:12px;'> 2007/12/11

In the parameter tracking of time-varying systems, the ordinary method is weighted least squares with the rectangular window or the exponential window. In this paper we propose a new kind of sliding w...

存档文本 原文地址 文献传递

A Note on the Nonparametric Least-squares Test for Checking a Polynomial Relationship     ocal polynomial fitting  polynomial regression       font style='font-size:12px;'> 2007/12/10

Recently, Gijbels and Rousson suggested a new approach, called nonparametric least-squares test, to check polynomial regression relationships. Although this test procedure is not only simple but also ...

存档文本 原文地址 文献传递