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Record Nr. |
UNINA9910145905103321 |
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Autore |
Kariya Takeaki |
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Titolo |
Generalized least squares [[electronic resource] /] / Takeaki Kariya, Hiroshi Kurata |
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Pubbl/distr/stampa |
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Chichester, West Sussex, England ; ; Hoboken, NJ, : Wiley, c2004 |
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ISBN |
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1-280-27206-6 |
9786610272068 |
0-470-29876-6 |
0-470-86698-5 |
0-470-86699-3 |
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Descrizione fisica |
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1 online resource (313 p.) |
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Collana |
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Wiley series in probability and statistics |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Least squares |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. 281-286) and index. |
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Nota di contenuto |
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Contents; Preface; 1 Preliminaries; 1.1 Overview; 1.2 Multivariate Normal and Wishart Distributions; 1.3 Elliptically Symmetric Distributions; 1.4 Group Invariance; 1.5 Problems; 2 Generalized Least Squares Estimators; 2.1 Overview; 2.2 General Linear Regression Model; 2.3 Generalized Least Squares Estimators; 2.4 Finiteness of Moments and Typical GLSEs; 2.5 Empirical Example: CO[sub(2)] Emission Data; 2.6 Empirical Example: Bond Price Data; 2.7 Problems; 3 Nonlinear Versions of the Gauss-Markov Theorem; 3.1 Overview; 3.2 Generalized Least Squares Predictors |
3.3 A Nonlinear Version of the Gauss-Markov Theorem in Prediction3.4 A Nonlinear Version of the Gauss-Markov Theorem in Estimation; 3.5 An Application to GLSEs with Iterated Residuals; 3.6 Problems; 4 SUR and Heteroscedastic Models; 4.1 Overview; 4.2 GLSEs with a Simple Covariance Structure; 4.3 Upper Bound for the Covariance Matrix of a GLSE; 4.4 Upper Bound Problem for the UZE in an SUR Model; 4.5 Upper Bound Problems for a GLSE in a Heteroscedastic Model; 4.6 Empirical |
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