CONDITIONS FOR OPTIMALITY AND VALIDITY OF SIMPLE LEAST SQUARES THEORY

被引:15
作者
MITRA, SK
RAO, CR
机构
来源
ANNALS OF MATHEMATICAL STATISTICS | 1969年 / 40卷 / 05期
关键词
D O I
10.1214/aoms/1177697377
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
引用
收藏
页码:1617 / &
相关论文
共 10 条
[1]   WHEN ARE GAUSS-MARKOV AND LEAST SQUARES ESTIMATORS IDENTICAL . A COORDINATE-FREE APPROACH [J].
KRUSKAL, W .
ANNALS OF MATHEMATICAL STATISTICS, 1968, 39 (01) :70-&
[2]  
MITRA SK, 1968, SANKHYA A, V30, P281
[3]  
RAO CR, 1962, J ROY STAT SOC B, V24, P152
[4]  
RAO CR, 1967, SANKHYA SER A, V29, P317
[5]  
RAO CR, 1968, SANKHYA A, V30, P245
[6]  
RAO CR, 1965, LINEAR STATISTICAL I
[7]  
RAO CR, 1966, RESEARCH PAPERS STAT, P263
[8]  
RAO CR, 1967, 5TH P BERK S MATH ST, V1, P355
[9]   LINEAR LEAST SQUARES REGRESSION [J].
WATSON, GS .
ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (06) :1679-&
[10]   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-&