The Annals of Mathematical Statistics, Vol. 32, No. 4 (Dec., 1961), pp. 1299-1313 (15 pages) The problem of estimation of a single regression parameter for a process with fixed known regression ...

Collinearity among independent variables in multiple linear regression can have severe effects on the precision of response estimation for some region of interest of independent variables.

Nonlinear estimation algorithms are required for obtaining estimates of the parameters of a regression model with innovations having an ARMA structure. The three estimation methods employed by the ...

Maximum likelihood estimation of the parameters of a statistical model involves maximizing the likelihood or, equivalently, the log likelihood with respect to the parameters. The parameter values at ...

Envelope models represent a significant advancement in multivariate regression analysis, offering an efficient dimension reduction tool that enhances both estimation precision and predictive ...