On singularities in linear models with prior information



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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


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

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