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...
| Main Author: | |
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| Format: | Article |
| Language: | English |
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University of Bologna
2007-10-01
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| Series: | Statistica |
| Online Access: | http://rivista-statistica.unibo.it/article/view/406 |
| _version_ | 1811305172448575488 |
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| author | Maria Grazia Zoia |
| author_facet | Maria Grazia Zoia |
| author_sort | Maria Grazia Zoia |
| collection | DOAJ |
| description | 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 of the well-known Theil's(1961) solution and actually turns out to cover the latter as a special case. This leads eventually to an elegant representation theorem for the RLS estimator which combines classical and new results as well. |
| first_indexed | 2024-04-13T08:20:39Z |
| format | Article |
| id | doaj.art-e5c8f65714384970a7034471494d954b |
| institution | Directory Open Access Journal |
| issn | 0390-590X 1973-2201 |
| language | English |
| last_indexed | 2024-04-13T08:20:39Z |
| publishDate | 2007-10-01 |
| publisher | University of Bologna |
| record_format | Article |
| series | Statistica |
| spelling | doaj.art-e5c8f65714384970a7034471494d954b2022-12-22T02:54:39ZengUniversity of BolognaStatistica0390-590X1973-22012007-10-0162226527110.6092/issn.1973-2201/406397Un teorema di rappresentazione per lo stimatore vincolatoMaria Grazia ZoiaA 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 of the well-known Theil's(1961) solution and actually turns out to cover the latter as a special case. This leads eventually to an elegant representation theorem for the RLS estimator which combines classical and new results as well.http://rivista-statistica.unibo.it/article/view/406 |
| spellingShingle | Maria Grazia Zoia Un teorema di rappresentazione per lo stimatore vincolato Statistica |
| title | Un teorema di rappresentazione per lo stimatore vincolato |
| title_full | Un teorema di rappresentazione per lo stimatore vincolato |
| title_fullStr | Un teorema di rappresentazione per lo stimatore vincolato |
| title_full_unstemmed | Un teorema di rappresentazione per lo stimatore vincolato |
| title_short | Un teorema di rappresentazione per lo stimatore vincolato |
| title_sort | un teorema di rappresentazione per lo stimatore vincolato |
| url | http://rivista-statistica.unibo.it/article/view/406 |
| work_keys_str_mv | AT mariagraziazoia unteoremadirappresentazioneperlostimatorevincolato |