WHEN ARE GAUSS-MARKOV AND LEAST SQUARES ESTIMATORS IDENTICAL . A COORDINATE-FREE APPROACH

被引:138
作者
KRUSKAL, W
机构
来源
ANNALS OF MATHEMATICAL STATISTICS | 1968年 / 39卷 / 01期
关键词
D O I
10.1214/aoms/1177698505
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
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页码:70 / &
相关论文
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KRUSKAL W, 4 BERK S MATH STAT P, V1, P435
[2]   LINEAR LEAST SQUARES REGRESSION [J].
WATSON, GS .
ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (06) :1679-&
[3]   ON CANONICAL FORMS NON-NEGATIVE COVARIANCE MATRICES AND BEST AND SIMPLE LEAST SQUARES LINEAR ESTIMATORS IN LINEAR MODELS [J].
ZYSKIND, G .
ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (04) :1092-&