Strong consistency of least squares estimators of the slope parameter in simple linear regression models is established for predetermined stochastic regressors. The main result covers a class of models which falls outside the applicability of what is presently available in the literature. An...

The main computational tool for solving SUR or simultaneous equations models is the generalized QR decomposition (GQRD) of an exogenous matrix A and the Cholesky factorization of a dispersion matrix C. Initially the GQRD computes the QRD of A and then the RQD of QC, where Q is an orthogonal...

Some of the methods of estimation of allele frequencies and inbreeding coefficients in a K-allele model are examined. A result that has long been assumed to be true is proved. That is, in the presence of inbreeding, the maximum likelihood estimators of the allele frequencies and of the...

The solution of the SURE model with singular variance-covariance matrix results in redundancies and possibly inconsistencies among the observations of the model. A numerical procedure is proposed and investigated that generates a consistent model from an inconsistent one. The use of SVD has been...

Recently a new least-squares primal-dual (LSPD) algorithm, that is impervious to degeneracy, has effectively been applied to solving linear programming problems by Barnes et al., 2002. In this paper, we show an application of LSPD to shortest path problems with nonnegative arc length is...