The slope of the best-fit line from minimizing a function of the squared vertical and horizontal errors is the root of a polynomial of degree four. We use second order and fourth order moment equations to estimate the ratio ...

We address the problem that the A (trace) design criterion is not scale invariant and often is in disagreement with the D (determinant) design criterion. We consider the canonical moment matrix CM and use the trace of its ...

The standard linear regression model can be written as Y = Xβ+ε with X a full rank n × p matrix and L(ε) = N(0, σ2In). The least squares estimator is = (X΄X)−1XY with variance-covariance matrix Coυ( ) = σ2(X΄X)−1, where ...