A note on comparing the unrestricted and restricted least-squares estimators (Q912546)

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A note on comparing the unrestricted and restricted least-squares estimators
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    A note on comparing the unrestricted and restricted least-squares estimators (English)
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    1990
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    comparison of estimators
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    ordinary least-squares estimator
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    restricted least-squares estimator
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    weighted quadratic risk
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    normal linear regression model
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    weight matrices
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    region of uncertainty
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    invariance property
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