BETWEEN OLSE AND BLUE

被引：8

作者：

Baksalary, Oskar Maria ^{[1
]}

Trenkler, Goetz ^{[2
]}

机构：

[1] Adam Mickiewicz Univ Poznan, Fac Phys, PL-61614 Poznan, Poland

[2] Dortmund Univ Technol, Dept Stat, D-44221 Dortmund, Germany

来源：

AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS | 2011年 / 53卷 / 03期

关键词：

Amemiya's estimator; best linear unbiased estimator; general Gauss-Markov model; generalized least squares estimator; linearly complete statistics; linearly minimal sufficient statistics; linearly sufficient statistics; oblique projector; ordinary least squares estimator; partitioned matrix; GENERALIZED LEAST-SQUARES; ORTHOGONAL PROJECTORS; MATRIX;

D O I：

10.1111/j.1467-842X.2011.00635.x

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Several estimators of X beta under the general Gauss Markov model M = {y, X beta, sigma V-2} are considered. Particular attention is paid to those estimators whose efficiency lies between that of the ordinary least squares estimator and that of the best linear unbiased estimator.

引用

页码：289 / 303

页数：15

共 17 条

[1] CONDITIONS FOR POSITIVE AND NONNEGATIVE DEFINITENESS IN TERMS OF PSEUDOINVERSES [J].