Un teorema di rappresentazione per lo stimatore vincolato
A recent result in partitioned inversion (Faliva and Zoia, 2000) paves the way to shed some more light on constrained estimation, as the paper shows for the linear model. Indeed, a novel closed-form expression for the restricted least-squares(RLS) estimator is derived, which reads as a mirror image...
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Format: | Article |
Language: | English |
Published: |
University of Bologna
2007-10-01
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Series: | Statistica |
Online Access: | http://rivista-statistica.unibo.it/article/view/406 |