Best Nonnegative Invariant Partially Orthogonal Quadratic Estimation in Normal Regression

DOI10.2307/2291000zbMath0810.62066OpenAlexW4242294850MaRDI QIDQ4323566

Jean-Daniel Rolle

Publication date: 23 February 1995

Full work available at URL: https://doi.org/10.2307/2291000

zbMATH Keywords

prior knowledgeminimum variance unbiased estimatenormal linear regressionvariance matrixerror components modelslocally best estimatorsbest quadratic and nonnegative invariant estimation of eigenvalueslinear combination of the eigenvaluesminimum mean squared error estimate

Mathematics Subject Classification ID

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

Related Items (6)

VARIANCE ESTIMATION IN THE ERROR COMPONENTS REGRESSION MODEL ⋮ Optimization of functions of matrices with an application in statistics ⋮ Two kinds of variance/covariance estimates in linear mixed models ⋮ A model for perturbed production or measurement processes involving compound normal distributions ⋮ Applied regression analysis bibliography update 1994-97 ⋮ Minimum variance quadratic unbiased estimators as a tool to identify compound normal distributions

Uses Software

• Matlab

This page was built for publication: Best Nonnegative Invariant Partially Orthogonal Quadratic Estimation in Normal Regression