Statistical Science, Vol. 27, No. 4, Special Issue on Sparsity and Regularization Methods (November 2012), pp. 558-575 (18 pages) Consider a regression model with fixed design and Gaussian noise where ...
Crane, D. B., and James R. Crotty. "A Two-Stage Forecasting Model: Exponential Smoothing and Multiple Regression." Management Science 13, no. 8 (April 1966).
In this article, we obtain an estimator of the regression parameters for generalized linear models, using the Jacobian technique. We restrict ourselves to the natural exponential family for the ...