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|Title:||Inconsistencies in SURE models : computational aspects||Authors:||Kontoghiorghes, Erricos John||Keywords:||Least squares;Kronecker products;Analysis of variance;Analysis of covariance||Issue Date:||2000||Publisher:||Springer Link||Source:||Computational Economics, 2000, Volume 16, Issue 1-2, Pages 63-70||Abstract:||The solution of the SURE model with singular variance-covariance matrix results in redundancies and possibly inconsistencies among the observations of the model. A numerical procedure is proposed and investigated that generates a consistent model from an inconsistent one. The use of SVD has been used to compute the various factorizations arising in the solution of the SURE model when treated as a generalized linear least squares problem.||URI:||http://ktisis.cut.ac.cy/handle/10488/6795||ISSN:||0927-7099 (print)
|DOI:||10.1023/A:1008701502938||Rights:||© 2000 Kluwer Academic Publishers.||Type:||Article|
|Appears in Collections:||Άρθρα/Articles|
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