Generalized Least Squares ( Wiley Series in Probability and Statistics )

Publication series ：Wiley Series in Probability and Statistics

Author： Takeaki Kariya  

Publisher： John Wiley & Sons Inc‎

Publication year： 2004

E-ISBN: 9780470866986

P-ISBN(Hardback):  9780470866979

Subject： O241.5 Numerical Approximation

Language： ENG

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Description

Generalised Least Squares adopts a concise and mathematically rigorous approach.  It will provide an up-to-date self-contained introduction to the unified theory of generalized least squares estimations, adopting a concise and mathematically 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 for generalized least squares estimation, helping the reader develop their understanding of the theory. The book also contains exercises at the end of each chapter and applications to statistics, econometrics, and biometrics, enabling use for self-study or as a course text.

 

Chapter

Contents

pp.：  1 – 9

Preface

pp.：  9 – 13

1 Preliminaries

pp.：  13 – 17

2 Generalized Least Squares Estimators

pp.：  17 – 41

3 Nonlinear Versions of the Gauss–Markov Theorem

pp.：  41 – 83

4 SUR and Heteroscedastic Models

pp.：  83 – 113

5 Serial Correlation Model

pp.：  113 – 159

6 Normal Approximation

pp.：  159 – 187

7 Extension of Gauss–Markov Theorem

pp.：  187 – 211

8 Some Further Extensions

pp.：  211 – 229

9 Growth Curve Model and GLSEs

pp.：  229 – 260

A: Appendix

pp.：  260 – 290

Bibliography

pp.：  290 – 297

Index

pp.：  297 – 303

LastPages

pp.：  303 – 314

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