The estimation of coe±cients in a simple regression model with autocorrelated errors is considered. The underlying distribution is assumed to be symmetric, one of Student's t family for illustration. Closed form estimators are obtained and shown to be remarkably e±cient and robust. Skew distributions will be considered in a future paper.

We consider the statistical experiment given by a sample y(1); : : : ; y(n) of a stationary Gaussian process with an unknown smooth spectral density. Asymptotic equivalence with a nonparametric regression in discrete Gaussian white noise is established. The key is a local limit theorem for an increasing number of empirical covariance coe cients.

Correlated response data often arise in longitudinal and familial studies The marginal regression model and its associated generalized estimating equation GEE method are becoming more and more popular in handling such data Pepe and Anderson pointed out that there is an important yet implicit assumption behind the marginal model and GEE If the assumption is violated and a non diagonal working co...

This paper considers the estimation of coe cients in a linear regression model with missing observations in the independent variables and intro duces a modi cation of the standard rst order regression method for imputation of missing values The modi cation provides stochastic values for imputation Asymptotic properties of the estimators for the regression coe cients arising from the proposed mo...

In this article we have considered two families of predictors for the simultaneous prediction of actual and average values of study variable in a linear regression model when a set of stochastic linear constraints binding the regression coe cients is available These families arise from the method of mixed regression estimation Performance properties of these families are analyzed when the objec...

This paper deals with the application of the weighted mixed regression estimation of the coe cients in a linear model when some values of some of the regressors are missing Taking the weight factor as an arbitrary scalar the performance of weighted mixed regression estimator in relation to the conventional least squares and mixed regression estimators is analyzed and the choice of scalar is dis...

Comprehensive analysis of the chemical phenomena taking place in the liquid metal/gaseous phase systems typical for metallurgy requires knowledge of the mass transfer phenomena occurring in both the said phases. This results from the fact that in heterogeneous systems, the components of the individual phases react with one another only after penetrating the interface. The parameter characterisi...

Imaging and spectroscopy are non-destructive techniques for determining fruit qualities. The qualities of table grapes (Vitis vinifera) such as soluble solids content (SSC), pH, fi rmness seedlessness key parameters. This research was focused on comparison between imaging in laboratory eld. results Partial least squares regression (PLSR) showed that the best coeffi cient determination (R2) pred...

The paper presents data on the dynamics of body weight and mass coeffi cient lungs in golden Syrian hamsters after infection with SARS CoV-2 virus. It was found that most pronounced deviations studied parameters develop 7th day disease. study also demonstrates main histopathological changes during this period

Quantile regression has important applications in risk management, portfolio optimization, and asset pricing. The current paper studies estimation, inference and …nancial applications of quantile regression with cointegrated time series. In addition, a new cointegration model with varying coe¢ cients is proposed. In the proposed model, the value of cointegrating coe¢ cients may be a¤ected by th...