In a general normal regression model, this paper first derives the least upper bound (LUB) for the covariance matrix of a generalized least squares estimator (GLSE) relative to the covariance matrix ...

The least-squares criterion is a method of measuring the accuracy of a line in depicting the data that was used to generate it. That is, the formula determines the line of best fit.

Least squares solution of F= PG with respect to positive semidefinite symmetric P is considered,a new necessary and sufficient condition for solvablity is given, and the expression of solution is ...

In this work, we propose a new policy iteration algorithm for pricing Bermudan options when the payoff process cannot be written as a function of a lifted Markov process. Our approach is based on a ...