Comparing generalized mixed estimators with respect to covariance matrix in a linear regression model

DOI10.1080/02331889008802219zbMath0713.62071OpenAlexW1968352042MaRDI QIDQ3198730

Erkki P. Liski

Publication date: 1990

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889008802219

zbMATH Keywords

covariance matrixprior informationstochastic restrictionsNecessary and sufficient conditionsrestricted least squares estimatorsestimable parametric functionsgeneralized mixed estimatorsuperiority statements

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99)

Cites Work

• Unnamed Item
• Ordering of nonnegative definite matrices with application to comparison of linear models
• Recursive improvement of estimates in a Gauss-Markov model with linear restrictions
• Estimation of regression models under linear restrictions
• A theorem on the difference of the generalized inverses of two nonnegative matrices
• On the Use of Incomplete Prior Information in Regression Analysis
• Linear Statistical Inference and its Applications

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