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On pre-test estimation of parametric functions in the general Gauss-Markov model with quadratic risk

✍ Scribed by Pawel Pordzik


Publisher
Springer-Verlag
Year
1999
Tongue
English
Weight
464 KB
Volume
40
Category
Article
ISSN
0932-5026

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πŸ“œ SIMILAR VOLUMES


A note on equality of MINQUE and simple
✍ 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