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Weighted least-squares estimators of parametric functions of the regression coefficients under a general linear model

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  • Yongge Tian

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File URL: http://hdl.handle.net/10.1007/s10463-008-0199-8
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Bibliographic Info

Article provided by Springer in its journal Annals of the Institute of Statistical Mathematics.

Volume (Year): 62 (2010)
Issue (Month): 5 (October)
Pages: 929-941

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Handle: RePEc:spr:aistmt:v:62:y:2010:i:5:p:929-941

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Web page: http://www.springerlink.com/link.asp?id=102845

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Related research

Keywords: General linear regression model; Parametric functions; WLSE; Projection matrix; Unbiasedness of estimator; Uniqueness of estimator;

References

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  1. Tian, Yongge & Takane, Yoshio, 2008. "Some properties of projectors associated with the WLSE under a general linear model," Journal of Multivariate Analysis, Elsevier, vol. 99(6), pages 1070-1082, July.
  2. Yoshio Takane & Yongge Tian & Haruo Yanai, 2007. "On constrained generalized inverses of matrices and their properties," Annals of the Institute of Statistical Mathematics, Springer, vol. 59(4), pages 807-820, December.
  3. Yongge Tian & Yoshio Takane, 2009. "On V-orthogonal projectors associated with a semi-norm," Annals of the Institute of Statistical Mathematics, Springer, vol. 61(2), pages 517-530, June.
  4. Yongge Tian & M. Beisiegel & E. Dagenais & C. Haines, 2008. "On the natural restrictions in the singular Gauss–Markov model," Statistical Papers, Springer, vol. 49(3), pages 553-564, July.
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Cited by:
  1. Changli Lu & Yuqin Sun & Yongge Tian, 2013. "On relations between weighted least-squares estimators of parametric functions under a general partitioned linear model and its small models," Metrika, Springer, vol. 76(5), pages 707-722, July.

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