Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence [PDF]
This paper considers the problem of statistical inference in linear regression models whose stochastic regressors and errors may exhibit long-range dependence.
George Kapetanios, Zacharias Psaradakis
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Solving Sequences of Generalized Least-Squares Problems on Multi-threaded Architectures
, 2012 Generalized linear mixed-effects models in the context of genome-wide association studies (GWAS) represent a formidable computational challenge: the solution of millions of correlated generalized least-squares problems, and the processing of terabytes of
Aulchenko, Yurii +2 more
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No penalty no tears: Least squares in high-dimensional linear models [PDF]
, 2016 Ordinary least squares (OLS) is the default method for fitting linear models, but is not applicable for problems with dimensionality larger than the sample size.
Dunson, David +2 more
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The efficiency of OLS estimator in the linear regression model with spatially correlated errors [PDF]
, 1999 Bounds for the efficiency of ordinary least squares relative to generalized least squares estimator in the linear regression model with first order spatial error process are ...
Gotu, Butte
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Austrian Journal of Statistics, 2016 In this research the simple linear regression (SLR) model with autocorrelated errors is considered. Traditionally, correlated errors are assumed to follow the autoregressive model of order one (AR(1)).
Abdullah A. Smadi, Nour H. Abu-Afouna
doaj +1 more source
The Equality of OLS and GLS Estimators in the Linear Regression Model When the Disturbances are Spatially Correlated [PDF]
, 1998 Necessary and sufficient conditions for the equality of ordinary least squares and generalized least squares estimators in the linear regression model with fifirst-order spatial error processes are ...
Gotu, Butte
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An improved mixed total least squares method for strain inversion from distance changes
Geodesy and Geodynamics, 2016 Based on the deficiency of the traditional total least squares method (TLS) in the field of geodetic inversion, the mixed error characteristics of the errors in variables (EIV) model were analyzed by considering the distance azimuth measurement error in ...
Zhiping Liu, Sida Li, Hefang Bian
doaj +1 more source
Parameter Variance of the Duncan Formula for Nonlinear Shear Strength of Coarse-Grained Soil
Applied SciencesThe reliability analysis of slope stability is significantly influenced by the variance of the soil’s shear strength. Currently, the shear strength of coarse-grained soil is commonly determined using the Duncan formula, which establishes a relationship ...
Heng Chi +3 more
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Recursive Algorithms for Multivariable Output-Error-Like ARMA Systems
Mathematics, 2019 This paper studies the parameter identification problems for multivariable output-error-like systems with colored noises. Based on the hierarchical identification principle, the original system is decomposed into several subsystems.
Hao Ma +6 more
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Generalized least squares can overcome the critical threshold in respondent-driven sampling
, 2017 In order to sample marginalized and/or hard-to-reach populations, respondent-driven sampling (RDS) and similar techniques reach their participants via peer referral.
Roch, Sebastien, Rohe, Karl
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