In a general normal regression model, this paper first derives the least upper bound (LUB) for the covariance matrix of a generalized least squares estimator (GLSE) relative to the covariance matrix ...
Estimation for the linear model y = Xβ + e with unknown diagonal covariance matrix G is considered. The diagonal elements of G are assumed to be known functions of the explanatory variables X and an ...
In a multivariate regression model, the errors in different equations may be correlated. In this case the efficiency of the estimation may be improved by taking these cross-equation correlations into ...
In the supply and demand model, P is an endogenous variable, and consequently the OLS estimates are biased. The following example estimates this model using two-stage least squares: proc syslin ...
Abstract: The traffic matrix is a useful data structure in network management, monitoring, optimization and traffic forecast. A recurrent problem is to obtain accurate traffic matrices in real time ...
Abstract: This paper presents a novel least mean square (LMS) estimator for a sensor-less drive of a three phase induction motor. Also, the proposed system includes the use of the matrix converter ...