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

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)

zbMATH Keywords

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

Mathematics Subject Classification ID

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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