Necessary and sufficient conditions for superiority of misspecified restricted least squares regression estimator

DOI10.1016/S0378-3758(98)00077-9zbMath0981.62047OpenAlexW2089111328MaRDI QIDQ1299434

Jürgen Gross, Götz Trenkler, Erkki P. Liski

Publication date: 26 March 2002

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(98)00077-9

zbMATH Keywords

linear modelsrestrictionsoblique projectororthogonal projectordispersion matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (3)

More on the restricted ridge regression estimation ⋮ On equalities for BLUEs under misspecified Gauss-Markov models ⋮ The Equalities of BLUPs for Linear Combinations Under Two General Linear Mixed Models

Cites Work

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• Some further results on Hermitian-matrix inequalities
• Some properties of matrix partial orderings
• On a superiority problem in misspecified restricted linear models
• Matrix Analysis

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