Feasible Generalized Least Squares Estimation

Thomas B. Fomby; Stanley R. Johnson; R. Carter Hill

doi:10.1007/978-1-4419-8746-4_8

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Feasible Generalized Least Squares Estimation

Thomas B. Fomby Stanley R. Johnson R. Carter Hill

Year: 1984 Pages: 147-169

DOI: 10.1007/978-1-4419-8746-4_8

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Keywords:

Least-squares function approximation Generalized least squares Parametrization (atmospheric modeling) Covariance Mathematics Covariance matrix Applied mathematics Series (stratigraphy) Econometrics Variance (accounting) Statistics Regression Estimation Total least squares Engineering Economics

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Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Soil Geostatistics and Mapping

Physical Sciences → Environmental Science → Environmental Engineering

Feasible Generalized Least Squares Estimation

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