A projector oriented approach to the best linear unbiased estimator

被引：10

作者：

Baksalary, Oskar Maria ^{[1
,2
]}

Trenkler, Goetz ^{[1
]}

机构：

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

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

来源：

STATISTICAL PAPERS | 2009年 / 50卷 / 04期

关键词：

General Gauss-Markov model; Ordinary least squares estimator; Oblique projector; Generalized projection operator; SINGULAR DISPERSION MATRIX; MODEL;

D O I：

10.1007/s00362-009-0252-6

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：

The paper provides a projector based approach to the best linear unbiased estimator (BLUE). By revisiting the so called generalized projection operator, introduced in Rao (J R Stat Soc Ser B Stat Methodol 36: 442-448, 1974), a number of new formulae for BLUE is established. Furthermore, some attention is paid to the coincidence of the BLUE and the ordinary least squares estimator.

引用

页码：721 / 733

页数：13

共 15 条

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Afriat S. N., 1957, MATH P CAMBRIDGE PHI, V53, P800

[2]

BAKSALARY OM, 2009, COMPUT MATH IN PRESS

[3]

Ben-Israel A., 2003, Generalized inverses: theory and applications

[4] SOLUTIONS OF MATRIX EQUATION XAX=X, AND RELATIONS BETWEEN OBLIQUE AND ORTHOGONAL PROJECTORS [J].