Classification of linear estimators
Kybernetika (1979)
- Volume: 15, Issue: 3, page (193)-203
- ISSN: 0023-5954
Access Full Article
topHow to cite
topKovanic, Pavel. "Classification of linear estimators." Kybernetika 15.3 (1979): (193)-203. <http://eudml.org/doc/28917>.
@article{Kovanic1979,
author = {Kovanic, Pavel},
journal = {Kybernetika},
keywords = {classification of linear estimators; mean values; covariances; minimum penalty estimator; estimators},
language = {eng},
number = {3},
pages = {(193)-203},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Classification of linear estimators},
url = {http://eudml.org/doc/28917},
volume = {15},
year = {1979},
}
TY - JOUR
AU - Kovanic, Pavel
TI - Classification of linear estimators
JO - Kybernetika
PY - 1979
PB - Institute of Information Theory and Automation AS CR
VL - 15
IS - 3
SP - (193)
EP - 203
LA - eng
KW - classification of linear estimators; mean values; covariances; minimum penalty estimator; estimators
UR - http://eudml.org/doc/28917
ER -
References
top- P. Swerling, Modern estimation methods from the viewpoint of the method of least squares, IEEE Trans. on AC, AC-16, (1971) No. 6. (1971)
- 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. (1971) MR0329146
- P. Kovanic, Minimum penalty estimate, Kybernetika 8, (1972), 5, 367-383. (1972) Zbl0246.62073MR0326947
- P. Kovanic, Generalized linear estimate of functions of random matrix arguments, Kybernetika 10 (1974), 4, 303-316. (1974) Zbl0284.62038MR0373722
- 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. (1973) MR0317469
- T. O. Lewis P. L. Odell, A generalization of the Gauss-Markov theorem, J. Am. Stat. Assoc. 61 (1966), 1063-1066. (1966) MR0203873
- M. Blum, An extension of the minimum mean square prediction theory for sampled input signals, IRE Trans., IT-2 (1956), 176. (1956)
- P. Kovanic, Generalized discrete analogy of the Zadeh-Ragazzini problem, Automation and Telemechanics (In Russian) XXVII (1966), 2, 37. (1966) MR0205741
- I. D. Krutko, Statistical dynamics of impulse systems, (In Russian). Sovetskoe radio, Moskva 1963. (1963)
- 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. (1971) Zbl0229.62031
- E. D. Farmer, A method of prediction for nonstationary processes and its application to the problem of load estimation, Transactions of IFAC 1963. (1963)
- K. S. Banerjee R. N. Carr, A comment on ridge regression. Biased estimation for nonorthogonal problems, Technometrics 13 (1971), No. 4. (1971)
NotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.