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On the existence of the Gauss-Markov estimators in

✍ Scribed by Gabriela Beganu


Book ID
107687893
Publisher
Universidad Complutense de Madrid
Year
2009
Tongue
Spanish
Weight
341 KB
Volume
23
Category
Article
ISSN
1139-1138

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πŸ“œ SIMILAR VOLUMES


A note on the Gauss-Markov theorem
✍ Morris L. Eaton πŸ“‚ Article πŸ“… 1978 πŸ› Springer Japan 🌐 English βš– 196 KB
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