On inequality constrained generalized least squares selections in the general possibly singular Gauss-Markov model: A projector theoretical approach

DOI10.1016/0024-3795(94)00357-2zbMath0844.62062OpenAlexW1967101151MaRDI QIDQ1914240

Cemil Yapar, Hans Joachim Werner

Publication date: 29 August 1996

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(94)00357-2

zbMATH Keywords

projectionsGauss-Markov modelsingular linear modelconstrained modelinequality constrained generalized least squareslinear independent inequality constraintsnonstochastic prior information

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Applications of mathematical programming (90C90) Theory of matrix inversion and generalized inverses (15A09)

Related Items (5)

A study of the equivalence of the BLUEs between a partitioned singular linear model and its reduced singular linear models ⋮ A BLUE decomposition in the general linear regression model ⋮ On additive decompositions of estimators under a multivariate general linear model and its two submodels ⋮ The role of vector autoregressive modeling in predictor-based subspace identification ⋮ Two matrix-based proofs that the linear estimator \(G y\) is the best linear unbiased estimator

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