Geodesic
On equivalence problem in linear regression models. I. BLUE of the mean value
Applications of Mathematics, Tome 25 (1980) no. 6, pp. 417-422
Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

There exist many different ways of determining the best linear unbiased estimation of regression coefficients in general regression model. In Part I of this article it is shown that all these ways are numerically equivalent almost everyvhere. In Part II conditions are considered under which all the unbiased estimations of the unknown covariance matrix scalar factor are numerically equivalent almost everywhere.
There exist many different ways of determining the best linear unbiased estimation of regression coefficients in general regression model. In Part I of this article it is shown that all these ways are numerically equivalent almost everyvhere. In Part II conditions are considered under which all the unbiased estimations of the unknown covariance matrix scalar factor are numerically equivalent almost everywhere.
DOI : 10.21136/AM.1980.103880
Classification : 62J05, 65C99
Keywords: control; numerical stability; best linear unbiased estimation; unknown covariance matrix scalar factor 
@article{10_21136_AM_1980_103880,
     author = {Wimmer, Gejza},
     title = {On equivalence problem in linear regression models. {I.} {BLUE} of the mean value},
     journal = {Applications of Mathematics},
     pages = {417--422},
     year = {1980},
     volume = {25},
     number = {6},
     doi = {10.21136/AM.1980.103880},
     mrnumber = {0596848},
     zbl = {0483.62055},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.1980.103880/}
}
TY  - JOUR
AU  - Wimmer, Gejza
TI  - On equivalence problem in linear regression models. I. BLUE of the mean value
JO  - Applications of Mathematics
PY  - 1980
SP  - 417
EP  - 422
VL  - 25
IS  - 6
UR  - http://geodesic.mathdoc.fr/articles/10.21136/AM.1980.103880/
DO  - 10.21136/AM.1980.103880
LA  - en
ID  - 10_21136_AM_1980_103880
ER  - 
%0 Journal Article
%A Wimmer, Gejza
%T On equivalence problem in linear regression models. I. BLUE of the mean value
%J Applications of Mathematics
%D 1980
%P 417-422
%V 25
%N 6
%U http://geodesic.mathdoc.fr/articles/10.21136/AM.1980.103880/
%R 10.21136/AM.1980.103880
%G en
%F 10_21136_AM_1980_103880
Wimmer, Gejza. On equivalence problem in linear regression models. I. BLUE of the mean value. Applications of Mathematics, Tome 25 (1980) no. 6, pp. 417-422. doi: 10.21136/AM.1980.103880

[1] C. R. Rao: Unified Theory of Linear Estimation. Sankhyā, Vol. 33 1971, pp. 371 - 394. | MR | Zbl

[2] C. R. Rao: Linear Statistical Inference and Its Applications. John Wiley, N. York 1973. | MR | Zbl

[3] C. R. Rao S. K. Mitra: Generalized Inverse of Matrices and Its Applications. John Wiley, N. York 1971. | MR

[4] C. R. Rao: Corrigenda. Sankhyā A, Vol. 34 1972 p. 477. | MR | Zbl

Cité par Sources :