On Admissible Estimators in a Linear Model
β Scribed by Dr. C. Stepniak
- Publisher
- John Wiley and Sons
- Year
- 1984
- Tongue
- English
- Weight
- 104 KB
- Volume
- 26
- Category
- Article
- ISSN
- 0323-3847
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Conditions for superiority of the minimum dispersion estimator over another with respect to the covariance matrix are derived when the vector parameter of a regression model is subject to competing stochastic restrictions. The restrictions may also consist both of a deterministic part and a stochast
Dedicated to the late M. R. B. Clarke SUMMARY Efficient algorithms for estimating the coefficient parameters of the ordinary linear model on a massively parallel SIMD computer are presented. The numerical stability of the algorithms is ensured by using orthogonal transformations in the form of House