ESTIMATING LINEAR RESTRICTIONS ON REGRESSION COEFFICIENTS FOR MULTIVARIATE NORMAL DISTRIBUTIONS

被引：428

作者：

ANDERSON, TW

机构：

来源：

ANNALS OF MATHEMATICAL STATISTICS | 1951年 / 22卷 / 03期

关键词：

D O I：

10.1214/aoms/1177729580

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

收藏

页码：327 / 351

页数：25

相关论文

共 16 条

[1] ESTIMATION OF THE PARAMETERS OF A SINGLE EQUATION IN A COMPLETE SYSTEM OF STOCHASTIC EQUATIONS
ANDERSON, TW
RUBIN, H
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1949, 20 (01): : 46 - 63
[2] THE ASYMPTOTIC PROPERTIES OF ESTIMATES OF THE PARAMETERS OF A SINGLE EQUATION IN A COMPLETE SYSTEM OF STOCHASTIC EQUATIONS
ANDERSON, TW
RUBIN, H
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1950, 21 (04): : 570 - 582
[3] ANDERSON TW, 1945, THESIS PRINCETON U L
[4] ANDERSON TW, 1951, 2ND P BERK S MATH ST
[5] A NOTE ON THE STATISTICAL ESTIMATION OF SUPPLY AND DEMAND RELATIONS FROM TIME SERIES
Bartlett, M. S.
[J]. ECONOMETRICA, 1948, 16 (04) : 323 - 329
[6] The comparison of different scales of measurement for experimental results
Cochran, WG
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1943, 14 : 205 - 216
[7] The statistical utilization of multiple measurements
Fisher, RA
[J]. ANNALS OF EUGENICS, 1938, 8 : 376 - 386
[8] STUDIES IN RELATIONS BETWEEN ECONOMIC TIME SERIES
GEARY, RC
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1948, 10 (01) : 140 - 158
[9] Canonical reduction of the general regression problem
Hsu, PL
[J]. ANNALS OF EUGENICS, 1941, 11 : 42 - 46
[10] On the problem of rank and the limiting distribution of Fisher's test function
Hsu, PL
[J]. ANNALS OF EUGENICS, 1941, 11 : 39 - 41