Displaying similar documents to “Least squares for practitioners.”

Kriging and masurement errors

István Fazekas, Alexander G. Kukush (2005)

Discussiones Mathematicae Probability and Statistics

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A linear geostatistical model is considered. Properties of a universal kriging are studied when the locations of observations aremeasured with errors. Alternative prediction procedures are introduced and their least squares errors are analyzed.

A note on the strong consistency of least squares estimates

Joǎo Lita da Silva (2009)

Discussiones Mathematicae Probability and Statistics

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The strong consistency of least squares estimates in multiples regression models with i.i.d. errors is obtained under assumptions on the design matrix and moment restrictions on the errors.

Matrix rank/inertia formulas for least-squares solutions with statistical applications

Yongge Tian, Bo Jiang (2016)

Special Matrices

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Least-Squares Solution (LSS) of a linear matrix equation and Ordinary Least-Squares Estimator (OLSE) of unknown parameters in a general linear model are two standard algebraical methods in computational mathematics and regression analysis. Assume that a symmetric quadratic matrix-valued function Φ(Z) = Q − ZPZ0 is given, where Z is taken as the LSS of the linear matrix equation AZ = B. In this paper, we establish a group of formulas for calculating maximum and minimum ranks and inertias...