Generalized Least Squares
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Beschreibung
Generalised Least Squares adopts a concise andmathematically rigorous approach. It will provide anup-to-date self-contained introduction to the unified theory ofgeneralized least squares estimations, adopting a concise andmathematically rigorous approach. The book covers in depth the'lower and upper bounds approach', pioneered by the first author,which is widely regarded as a very powerful and useful tool forgeneralized least squares estimation, helping the reader developtheir understanding of the theory. The book also contains exercisesat the end of each chapter and applications to statistics,econometrics, and biometrics, enabling use for self-study or as acourse text.
Autor*in
Takeaki Kariya
Themen in »Generalized Least Squares«
Angew. Wahrscheinlichkeitsrechn. u. Statistik / Modelle Applied Probability & Statistics - Models Biometrics Biometrie Engineering Statistics Regression Analysis Regressionsanalyse Statistics Statistik Statistik in den Ingenieurwissenschaften Technische Statistik
Stimmen zu »Generalized Least Squares«
"...provides a systematic discussion about statistical methodsand theory for handling linear regression analysis when suchconventional model assumptions are violated."(Technometrics, November 2005)
"...an accessible introduction to GLSE...an excellent source ofreference, can be used as a course text, and will help to stimulatefurther research into this flourishing topic..." (MathematicalReviews, 2005)
"...provides an up-to-date, self-contained introduction to theunified theory ..." (Zentralblatt Math, Vol. 1057, No. 8.2005)
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