RT Journal Article
T1 On singularities in linear models with prior information
A1 Rubio Calvo, E.
A1 Cano Sevilla, Francisco Jose
AB 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 bestlinear 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.
PB Academia de Ciencias Exactas, Físicas, Químicas y Naturales
SN 0370-3207
YR 1979
FD 1979
LK https://hdl.handle.net/20.500.14352/64784
UL https://hdl.handle.net/20.500.14352/64784
DS Docta Complutense
RD 8 may 2024