Results 41 to 50 of about 433,236 (198)
Generalized Least Squares Model Averaging [PDF]
Econometric Reviews, 2013 In this article, we propose a method of averaging generalized least squares estimators for linear regression models with heteroskedastic errors.
Qingfeng Liu +2 more
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Surfaces Generated by Moving Least Squares Methods [PDF]
Mathematics of Computation, 1981 An analysis of moving least squares (m.l.s.) methods for smoothing and interpolating scattered data is presented. In particular, theorems are proved concerning the smoothness of interpolants and the description of m.l.s. processes as projection methods. Some properties of compositions of the m.l.s.
Lancaster, P., Salkauskas, K.
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The Impact of Human Capital on the Civil Wars Considering the Role of Democracy: A Panel Generalized Least Squares Approach [PDF]
پژوهشهای اقتصادی, 2016 Over the past two hundred years, not only the process of democracy formation has not been uniform; but also it has been with different fluctuations, including internal and external wars and conflicts.
Mohammad Hassan Fotros +2 more
doaj
On generalized least square approximation
Dolomites Research Notes on Approximation, 2019 Summary: We study generalized least square approximation polynomials which are built from sets of functionals. We construct sets of functionals for bivariate harmonic functions, univariate holomorphic functions and sufficiently smooth functions on curves such that the sequences of the generalized least square approximation polynomials converge ...
Phung, Van Manh +2 more
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Abstract and Applied Analysis, 2012 The generalized coupled Sylvester systems play a fundamental role in wide applications in several areas, such as stability theory, control theory, perturbation analysis, and some other fields of pure and applied mathematics.
Feng Yin, Guang-Xin Huang
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Generalized Euclidean Least Square Approximation
Asian Journal of Probability and Statistics, 2018 A Generalised Euclidean Least Square Approximation (ELS) is derived in this paper. The Generalised Euclidean Least Square Approximation is derived by generalizing the interpolation of n arbitrary data set to approximate functions. Existence and uniqueness of the ELS schemes are shown by establishing the invertibility of the coefficient matrix using ...
A. G. Akinbande +2 more
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Estimating the intercept in an orthogonally blocked experiment when the block effects are random. [PDF]
: For an orthogonally blocked experiment, Khuri (1992) has shown that the ordinary least squares estimator and the generalized least squares estimator of the factor effects in a response surface model with random block effects coincide.
Goos, Peter, Vandebroek, Martina
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Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory [PDF]
We show that it is possible to adapt to nonparametric disturbance auto-correlation in time series regression in the presence of long memory in both regressors and disturbances by using a smoothed nonparametric spectrum estimate in frequency-domain ...
Javier Hidalgo, Peter M Robinson
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Email: A Note on Hypothesis Tests after Correction for Autocorrelation: Solace for the Cochrane-Orcutt Method? [PDF]
, 2009 The behavior of the t test in small samples for coefficient significance in time-series regressions is examined after using the Prais-Winsten (PW) and Cochrane-Orcutt (CO) corrections for autocorrelation.
Dielman, Terry E.
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Adaptive Estimation of Autoregressive Models with Time-Varying Variances [PDF]
Stable autoregressive models of known finite order are considered with martingale differences errors scaled by an unknown nonparametric time-varying function generating heterogeneity.
Ke-Li Xu, Peter C.B. Phillips
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