| Title:
|
Classification of linear estimators (English) |
| Author:
|
Kovanic, Pavel |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
15 |
| Issue:
|
3 |
| Year:
|
1979 |
| Pages:
|
(193)-203 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62J05 |
| MSC:
|
93E10 |
| MSC:
|
93E11 |
| MSC:
|
94A05 |
| idZBL:
|
Zbl 0413.93056 |
| idMR:
|
MR542175 |
| . |
| Date available:
|
2009-09-24T17:07:30Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125763 |
| . |
| Reference:
|
[1] P. Swerling: Modern estimation methods from the viewpoint of the method of least squares.IEEE Trans. on AC, AC-16, (1971) No. 6. |
| Reference:
|
[2] P. A. V. B. Swammy: Statistical inference in random coefficient regression models.(Lecture notes in operations research and mathematical systems, vol. 55.) Springer-Verlag, Berlin-Heidelberg-New York 1971. MR 0329146 |
| Reference:
|
[3] P. Kovanic: Minimum penalty estimate.Kybernetika 8, (1972), 5, 367-383. Zbl 0246.62073, MR 0326947 |
| Reference:
|
[4] P. Kovanic: Generalized linear estimate of functions of random matrix arguments.Kybernetika 10 (1974), 4, 303-316. Zbl 0284.62038, MR 0373722 |
| Reference:
|
[5] C. R. Hallum T. O. Lewis T. L. Boullion: Estimation in the restricted general linear model with a positive semidefinite covariance matrix.Communications in statistics, 1 (2), (1973), 157-166. MR 0317469 |
| Reference:
|
[6] T. O. Lewis P. L. Odell: A generalization of the Gauss-Markov theorem.J. Am. Stat. Assoc. 61 (1966), 1063-1066. MR 0203873 |
| Reference:
|
[7] M. Blum: An extension of the minimum mean square prediction theory for sampled input signals.IRE Trans., IT-2 (1956), 176. |
| Reference:
|
[8] P. Kovanic: Generalized discrete analogy of the Zadeh-Ragazzini problem.Automation and Telemechanics (In Russian) XXVII (1966), 2, 37. MR 0205741 |
| Reference:
|
[9] I. D. Krutko: Statistical dynamics of impulse systems.(In Russian). Sovetskoe radio, Moskva 1963. |
| Reference:
|
[10] A. F. Goodman: Extended iterative weighted least squares: Estimation of a linear model in the presence of complications.Naval research logistics quarterly 18 (1971), 2, 243 - 276. Zbl 0229.62031 |
| Reference:
|
[11] E. D. Farmer: A method of prediction for nonstationary processes and its application to the problem of load estimation.Transactions of IFAC 1963. |
| Reference:
|
[12] K. S. Banerjee R. N. Carr: A comment on ridge regression. Biased estimation for nonorthogonal problems.Technometrics 13 (1971), No. 4. |
| . |
