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Exact Linear Restrictions on Parameters in the General Linear Model with a Singular Covariance Matrix

✍ Scribed by Rudolf G. Kreijger and Heinz Neudecker

Book ID
125215969
Publisher
American Statistical Association
Year
1977
Tongue
English
Weight
499 KB
Volume
72
Category
Article
ISSN
0162-1459

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This paper deals with the problem of Stein-rule prediction in a general linear model. Our study extends the work of by assuming that the covariance matrix of the model's disturbances is unknown. Also, predictions are based on a composite target function that incorporates allowance for the simultane