Product Description

Review
"…provides a systematic discussion about statistical methods and theory for handling linear regression analysis when such conventional model assumptions are violated." (Technometrics, November 2005)

"...an accessible introduction to GLSE...an excellent source of reference, can be used as a course text, and will help to stimulate further research into this flourishing topic..." (Mathematical Reviews, 2005)

"...provides an up-to-date, self-contained introduction to the unified theory ..." (Zentralblatt Math, Vol. 1057, No. 8. 2005)

Book Description
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 also contains exercises at the end of each chapter and applications to statistics, econometrics, and biometrics, enabling use for self-study or as a course text.