✦ LIBER ✦

The MSE of the least squares estimator over an interval constraint

✍ Scribed by Kazuhiro Ohtani

Book ID: 116100224
Publisher: Elsevier Science
Year: 1987
Tongue: English
Weight: 218 KB
Volume: 25
Category: Article
ISSN: 0165-1765
DOI: 10.1016/0165-1765(87)90091-7

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The bias of the least squares estimator

The bias of the least squares estimator over interval constraints

✍ Luis A. Escobar; Bradley Skarpness 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 213 KB

Universal Weighted MSE Improvement of th

Universal Weighted MSE Improvement of the Least-Squares Estimator

✍ Eldar, Y.C. 📂 Article 📅 2008 🏛 IEEE 🌐 English ⚖ 763 KB

MSE-improvement of the least squares est

MSE-improvement of the least squares estimator by dropping variables

✍ Erkki P. Liski; Götz Trenkler 📂 Article 📅 1993 🏛 Springer 🌐 English ⚖ 282 KB

Optimality of the least squares estimato

Optimality of the least squares estimator

✍ Robert Berk; Jiunn T Hwang 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 534 KB

An optimality property of the integer le

An optimality property of the integer least-squares estimator

✍ P. J. G. Teunissen 📂 Article 📅 1999 🏛 Springer-Verlag 🌐 English ⚖ 121 KB

Integral constraints on the accuracy of

Integral constraints on the accuracy of least-squares estimation

✍ Brett Ninness 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 823 KB

It is common to need to estimate the frequency response of a system from observed input-output data. This paper uses integral constraints to characterise the undermodelling-induced errors involved in solving this problem via parametric least-squares methods. This is achieved by exploiting the Hilber