On relations between weighted least-squares estimators of parametric functions under a general partitioned linear model and its small models

被引：3

作者：

Lu, Changli ^{[1
]}

Sun, Yuqin ^{[1
]}

Tian, Yongge ^{[2
]}

机构：

[1] Shanghai Maritime Univ, Coll Econ & Management, Shanghai, Peoples R China

[2] Cent Univ Finance & Econ, CEMA, Beijing, Peoples R China

来源：

METRIKA | 2013年 / 76卷 / 05期

基金：

中国国家自然科学基金;

关键词：

Partitioned linear model; Small models; Parametric functions; WLSE; BLUE; Decomposition of estimator; Moore-Penrose inverse of matrix; DECOMPOSITIONS; BLUE; EQUALITY;

D O I：

10.1007/s00184-012-0412-x

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study relations between the weighted least-squares estimators (WLSEs) of given parametric functions under a general partitioned linear model and the WLSEs of and under the two small models and . Some consequences on additive decomposition of the best unbiased linear estimator (BLUE) of under are also given.

引用

页码：707 / 722

页数：16

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