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Weighted least squares estimators for the Parzen tail index

Periodica Mathematica Hungarica, 2021
László Viharos, Amenah Al-Najafi
exaly  

On the equivalence of the weighted least squares and the generalised least squares estimators

2008
This paper is concerned with the equivalence of the weighted least squares estimators (WLSE) and the generalised least squares estimators (GLSE). Necessary and su±cient conditions for the WLSE to be best linear unbiased esti- mators are derived, generalising Anderson (1948, 1971) theorem on the equivalence between the ordinary least squares estimators ...
LUATI, ALESSANDRA, Proietti T.
openaire   +3 more sources

On approximate least squares estimators of parameters of one-dimensional chirp signal

Statistics, 2018
Rhythm Grover   +2 more
exaly  

Asymptotic properties of the least squares estimators of the parameters of the chirp signals

Annals of the Institute of Statistical Mathematics, 2004
Debasis Kundu, Swagata Nandi
exaly  

Least squares estimators of the regression function with twice censored data

Statistics and Probability Letters, 2011
Fatiha Messaci
exaly  

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