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A note on the equality of the OLSE and the BLUE of the parametric function in the general Gauss–Markov model

✍ Scribed by Jarkko Isotalo; Simo Puntanen


Publisher
Springer-Verlag
Year
2007
Tongue
English
Weight
164 KB
Volume
50
Category
Article
ISSN
0932-5026

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📜 SIMILAR VOLUMES


A note on equality of MINQUE and simple
✍ Jürgen Groβ 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 260 KB

Under the general Gauss-Markov model {y, XI~, a 2 V}, equality of MINQUE and so called 'simple' estimator (1/f)y v (I -XX+)y with f=rank(X:V)rank(X) for 0 "2 is considered. It is revealed that this equality holds if and only if the quadratic form (1/a2)yT(l --XX +)y admits a xZ-distribution under no