On singularities in linear models with prior information

dc.contributor.author	Rubio Calvo, E.
dc.contributor.author	Cano Sevilla, Francisco Jose
dc.date.accessioned	2023-06-21T02:04:26Z
dc.date.available	2023-06-21T02:04:26Z
dc.date.issued	1979
dc.description.abstract	We study the linear model y = X +", given the prior information H =R +v, with three possibilities regarding the knowledge of 2. In each case we obtain the best linear unbiased estimators of , prove its convergence to ˆ and obtain asymptotic relations. This study is also carried out when the design matrix is not of full rank and when the covariance matrix is nonnegative.
dc.description.department	Depto. de Estadística e Investigación Operativa
dc.description.faculty	Fac. de Ciencias Matemáticas
dc.description.refereed	TRUE
dc.description.status	pub
dc.eprint.id	https://eprints.ucm.es/id/eprint/20508
dc.identifier.issn	0370-3207
dc.identifier.uri	https://hdl.handle.net/20.500.14352/64784
dc.journal.title	Revista de la Academia de Ciencias Exactas, Físico-Químicas y Naturales de Zaragoza
dc.page.final	42
dc.page.initial	37
dc.publisher	Academia de Ciencias Exactas, Físicas, Químicas y Naturales
dc.rights.accessRights	metadata only access
dc.subject.cdu	519.22
dc.subject.ucm	Estadística matemática (Matemáticas)
dc.subject.unesco	1209 Estadística
dc.title	On singularities in linear models with prior information
dc.type	journal article
dc.volume.number	34
dspace.entity.type	Publication

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