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Optimality of blue's in a general linear model with incorrect design matrix

✍ Scribed by Thomas Mathew; P. Bhimasankaram


Publisher
Elsevier Science
Year
1983
Tongue
English
Weight
796 KB
Volume
8
Category
Article
ISSN
0378-3758

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✍ Anoop Chaturvedi; Alan T.K. Wan; Shri P. Singh πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 124 KB

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