A smoothed least squares estimator for threshold regression models

Consistency for the Least Squares Estimator in Non-parametric Regression

We shall study the general regression model Y = g 0 (X) + ", where X and " are independent. The available information about g 0 can be expressed by g 0 2 G for some class G. As an estimator of g 0 we choose the least squares estimator. We shall give necessary and suucient conditions for consistency of this estimator in terms of (basically) geometric properties of G. Our main tool will be the th...

Optimal designs for regression models using the second-order least squares estimator

We investigate properties and numerical algorithms for Aand D-optimal regression designs based on the second-order least squares estimator (SLSE). Several theoretical results are derived, including an innovative expression to characterize the A-optimality criterion. We can formulate the optimal design problems under SLSE as semidefinite programming or convex optimization problems and show that ...

Level Robust Methods Based on the Least Squares Regression Estimator

Wavelet-generalized least squares: a new BLU estimator of linear regression models with 1/f errors.

Long-memory noise is common to many areas of signal processing and can seriously confound estimation of linear regression model parameters and their standard errors. Classical autoregressive moving average (ARMA) methods can adequately address the problem of linear time invariant, short-memory errors but may be inefficient and/or insufficient to secure type 1 error control in the context of fra...

PEDOMODELS FITTING WITH FUZZY LEAST SQUARES REGRESSION

Pedomodels have become a popular topic in soil science and environmentalresearch. They are predictive functions of certain soil properties based on other easily orcheaply measured properties. The common method for fitting pedomodels is to use classicalregression analysis, based on the assumptions of data crispness and deterministic relationsamong variables. In modeling natural systems such as s...