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Generalized Least Squares - Kariya, Takeaki, and Kurata, Hiroshi
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Generalised Least Squares adopts a concise and mathematically rigorous approach. It will provide an up-to-date self-contained introduction to the unified theory of generalized least squares estimations, adopting a concise and mathematically 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 for generalized least squares estimation, helping the reader develop their understanding of the theory. The book ...

Generalized Least Squares 2004, Wiley, Chichester, England

ISBN-13: 9780470866979