The Annals of Statistics, Vol. 10, No. 1 (Mar., 1982), pp. 154-166 (13 pages) Strong consistency and asymptotic normality of least squares estimates in stochastic regression models are established ...
The process of using past cost information to predict future costs is called cost estimation. While many methods are used for cost estimation, the least-squares regression method of cost estimation is ...
In a general normal regression model, this paper first derives the least upper bound (LUB) for the covariance matrix of a generalized least squares estimator (GLSE) relative to the covariance matrix ...