On the problem of estimation with approximative linear restrictions

MaRDI QIDQ1112512zbMATH OpenFDO

Authors Achill Vernii

Publication date 1987

Published in Metron (Search for Journal in Brave)

zbMATH Keywords

approximative linear restrictionsminimum mean square error estimatorrandom coefficient regression models. general linear model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Review text

A general linear model under approximative linear restrictions is considered. After having explicitly solved the restrictions, the (generalized) minimum mean square error estimator is obtained: the estimator is applicable either when the restriction equation errors have zero expected value or when they are systematic. We give rules which enable one to derive simplified formulae to estimate particular linear combinations of the coefficients.

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(6)

• Adjusting of estimates in general linear model with respect to linear restrictions
• Lindley type estimation with constrains on the norm
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• A solution to linear estimation problems using approximate Karhunen-Loeve expansions
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• An Improved Estimate in the Restricted Isometry Problem

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