Classification of linear estimators

Pavel Kovanic

Kybernetika (1979)

  • Volume: 15, Issue: 3, page (193)-203
  • ISSN: 0023-5954

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Kovanic, 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

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  1. P. Swerling, Modern estimation methods from the viewpoint of the method of least squares, IEEE Trans. on AC, AC-16, (1971) No. 6. (1971) 
  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. (1971) MR0329146
  3. P. Kovanic, Minimum penalty estimate, Kybernetika 8, (1972), 5, 367-383. (1972) Zbl0246.62073MR0326947
  4. P. Kovanic, Generalized linear estimate of functions of random matrix arguments, Kybernetika 10 (1974), 4, 303-316. (1974) Zbl0284.62038MR0373722
  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. (1973) MR0317469
  6. T. O. Lewis P. L. Odell, A generalization of the Gauss-Markov theorem, J. Am. Stat. Assoc. 61 (1966), 1063-1066. (1966) MR0203873
  7. M. Blum, An extension of the minimum mean square prediction theory for sampled input signals, IRE Trans., IT-2 (1956), 176. (1956) 
  8. P. Kovanic, Generalized discrete analogy of the Zadeh-Ragazzini problem, Automation and Telemechanics (In Russian) XXVII (1966), 2, 37. (1966) MR0205741
  9. I. D. Krutko, Statistical dynamics of impulse systems, (In Russian). Sovetskoe radio, Moskva 1963. (1963) 
  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. (1971) Zbl0229.62031
  11. E. D. Farmer, A method of prediction for nonstationary processes and its application to the problem of load estimation, Transactions of IFAC 1963. (1963) 
  12. K. S. Banerjee R. N. Carr, A comment on ridge regression. Biased estimation for nonorthogonal problems, Technometrics 13 (1971), No. 4. (1971) 

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