A common procedure when combining two multivariate unbiased estimates (or forecasts) is the covariance adjustment … technique (CAT). Here the optimal combination weights depend on the covariance structure of the estimators. In practical … applications, however, this covariance structure is hardly ever known and, thus, has to be estimated. An effect of this drawback …

Bounds for the efficiency of ordinary least squares relative to generalized least squares estimator in the linear …

Conditions for the consistency of the estimator s2 of the variance of the disturbance a2u under first-order spatial …

random effects and an autoregressive structure for observations in distinct soil depths resulting in a recursive linear mixed …

in the linear regression model with firstorder spatial error processes are given. …

range-based variance and propose a bias-correction to the rangestatistic. The new estimator is shown to be consistent for … properties of our estimator are studied with Monte Carlo simulations and we implement it on high-frequency data from TAQ. We find …