A study of the influence of the natural restrictions on estimation problems in the singular Gauss-Markov model

DOI10.1016/0378-3758(92)90141-EzbMath0765.62068OpenAlexW2022947987MaRDI QIDQ1193813

C. Radhakrishna Rao, Augustyn Markiewicz, Jerzy K. Baksalary

Publication date: 27 September 1992

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(92)90141-e

zbMATH Keywords

quadratic riskmean square errorbest linear unbiased estimationunbiasednesslinear estimatorsingular linear modelcomparison of estimatorsconstrained spaceGauss- Markov modelmatrix riskminimum dispersion linear unbiased estimatornatural restrictionsunconstrained space

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Admissibility in statistical decision theory (62C15)

Related Items (29)

Some overall properties of seemingly unrelated regression models ⋮ An elementary development of the equation characterizing best linear unbiased estimators ⋮ The general Gauss-Markov model with possibly singular dispersion matrix ⋮ Local improvement of best linear unbiased estimation and admissibility under the weakly singular gauss-markov model ⋮ On the equality of usual and amemiya's partially generalized least squares estimator ⋮ Admissible linear estimation in the general Gauss-Markov model with respect to an arbitrary quadratic risk function ⋮ Some Further Remarks on the Linear Sufficiency in the Linear Model ⋮ Comparing the BLUEs Under Two Linear Models ⋮ A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers ⋮ On the least squares distance between affine subspaces ⋮ Some further remarks on the singular linear model ⋮ Further remarks on the connection between fixed linear model and mixed linear model ⋮ Equalities of various estimators in the general growth curve model and the restricted growth curve model ⋮ Equalities for estimators of partial parameters under linear model with restrictions ⋮ On the Gauss-Helmert model with a singular dispersion matrix where \(BQ\) is of smaller rank than \(B\) ⋮ ON EQUALITIES OF BLUES FOR A MULTIPLE RESTRICTED PARTITIONED LINEAR MODEL ⋮ On the natural restrictions in the singular Gauss-Markov model ⋮ Some notes on linear sufficiency ⋮ On comparison of dispersion matrices of estimators under a constrained linear model ⋮ On the BLUEs in Two Linear Models via C. R. Rao's Pandora's Box ⋮ All about the \(\bot\) with its applications in the linear statistical models ⋮ On Admissibility of Linear Estimators with Respect to the Mean Square Error Matrix Criterion Under the General Mixed Linear Model ⋮ The link between the mixed and fixed linear models revisited ⋮ On the weighted least-squares, the ordinary least-squares and the best linear unbiased estimators under a restricted growth curve model ⋮ On consistency, natural restrictions and estimability under classical and extended growth curve models ⋮ Statistical estimation by a linear combination of two given statistics ⋮ On contractions in linear regression ⋮ A note on the concepts of linear and quadratic sufficiency ⋮ Estimation and experiments comparison with respect to the matrix risk

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