Universidad Complutense de Madrid
E-Prints Complutense

On singularities in linear models with prior information

Impacto

Downloads

Downloads per month over past year



Rubio Calvo, E. and Cano Sevilla, Francisco Jose (1979) On singularities in linear models with prior information. Revista de la Academia de Ciencias Exactas, Físico-Químicas y Naturales de Zaragoza, 34 . pp. 37-42. ISSN 0370-3207



Abstract

We study the linear model y = X +", given the prior information H =R +v, with three possibilities regarding the knowledge of 2. In each case we obtain the best
linear unbiased estimators of , prove its convergence to ˆ and obtain asymptotic relations. This study is also carried out when the design matrix is not of full rank and when the covariance matrix is nonnegative.


Item Type:Article
Subjects:Sciences > Mathematics > Mathematical statistics
ID Code:20508
Deposited On:20 Mar 2013 17:25
Last Modified:20 Mar 2013 17:25

Origin of downloads

Repository Staff Only: item control page