Generalized Least Squares (Wiley Series in Probability and Statistics)

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9780470866979: Generalized Least Squares (Wiley Series in Probability and Statistics)
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Generalised Least Squares adopts a concise andmathematically rigorous approach.  It will provide anup-to-date self-contained introduction to the unified theory ofgeneralized least squares estimations, adopting a concise andmathematically rigorous approach. The book covers in depth the'lower and upper bounds approach', pioneered by the first author,which is widely regarded as a very powerful and useful tool forgeneralized least squares estimation, helping the reader developtheir understanding of the theory. The book also contains exercisesat the end of each chapter and applications to statistics,econometrics, and biometrics, enabling use for self-study or as acourse text.

 

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Regression analysis has been one of the most widely usedstatistical tools for many years, and continues to be developed andapplied to new applications. Generalized least squares estimation(GLSE) based on Gauss-Markov theory plays a key role inunderstanding theoretical and practical aspects of statisticalinference in general linear regression models. GLSE can be appliedto problems encountered in many disciplines, particularlystatistics, econometrics, and biometrics.

  • Provides a self-contained introduction to GLSE.
  • Includes detailed coverage of the 'lower and upper bounds'approach, pioneered by the authors.
  • Adopts a concise yet mathematically rigorous approach.
  • Includes applications to statistics, econometrics, andbiometrics.
  • Contains exercises at the end of each chapter, enabling use asa course text or for self-study.
  • Includes a comprehensive bibliography.
Generalized Least Squares provides an accessibleintroduction to GLSE suitable for researchers and graduate studentsfrom statistics, econometrics, and biometrics. It provides anexcellent source of reference, can be used as a course text, andwill help to stimulate further research into this flourishingtopic.

Review:

"...provides a systematic discussion about statistical methodsand theory for handling linear regression analysis when suchconventional model assumptions are violated."(Technometrics, November 2005)

"...an accessible introduction to GLSE...an excellent source ofreference, can be used as a course text, and will help to stimulatefurther research into this flourishing topic..." (MathematicalReviews, 2005)

"...provides an up-to-date, self-contained introduction to theunified theory ..." (Zentralblatt Math, Vol. 1057, No. 8.2005)

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