A note on comparing the unrestricted and restricted least-squares estimators
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Publication:912546
DOI10.1016/0024-3795(90)90350-LzbMath0698.62067MaRDI QIDQ912546
Jerzy K. Baksalary, Pawel R. Pordzik
Publication date: 1990
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
invariance property; weight matrices; ordinary least-squares estimator; comparison of estimators; normal linear regression model; region of uncertainty; restricted least-squares estimator; weighted quadratic risk
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
15A99: Basic linear algebra
Related Items
Robust estimation in restricted linear regression, Estimation in singular linear models with stepwise inclusion of linear restrictions, On pre-test estimation of parametric functions in the general Gauss-Markov model with quadratic risk, On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models, Characterizing Relationships Between Estimations Under a General Linear Model with Explicit and Implicit Restrictions by Rank of Matrix
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