GAUSS-MARKOV ESTIMATION FOR MULTIVARIATE LINEAR MODELS - A COORDINATE FREE APPROACH

被引:18
作者
EATON, ML
机构
来源
ANNALS OF MATHEMATICAL STATISTICS | 1970年 / 41卷 / 02期
关键词
D O I
10.1214/aoms/1177697093
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
引用
收藏
页码:528 / &
相关论文
共 9 条
[1]  
Anderson T.W, 1958, INTRODUCTION MULTIVA
[2]  
BELLMAN R, 1960, INTRODUCTION MATRIX
[3]  
GLESER LJ, 1966, 21 STANF U TECHN REP
[4]  
Halmos P. R., 2017, FINITE DIMENSIONAL V, VSecond
[5]   WHEN ARE GAUSS-MARKOV AND LEAST SQUARES ESTIMATORS IDENTICAL . A COORDINATE-FREE APPROACH [J].
KRUSKAL, W .
ANNALS OF MATHEMATICAL STATISTICS, 1968, 39 (01) :70-&
[6]  
KRUSKAL W, 1961, 4TH BERK S MATH STAT, V1, P435
[8]   TESTING AND ESTIMATION FOR A CIRCULAR STATIONARY MODEL [J].
OLKIN, I ;
PRESS, SJ .
ANNALS OF MATHEMATICAL STATISTICS, 1969, 40 (04) :1358-+
[9]  
OLKIN I, 1966, SPECIAL TOPICS MATRI