𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On equalities for BLUEs under misspecified Gauss-Markov models

✍ Scribed by Yong Ge Tian

Book ID
106278399
Publisher
Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2009
Tongue
English
Weight
230 KB
Volume
25
Category
Article
ISSN
1439-7617

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

A note on equality of MINQUE and simple
A note on equality of MINQUE and simple estimator in the general Gauss-Markov model
✍ JΓΌrgen GroΞ² πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 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