An estimator of the linear regression coefficients with additional constraints

被引:0
|
作者
Mikhailov, VN
Kharlamov, AV
机构
来源
INDUSTRIAL LABORATORY | 2000年 / 66卷 / 11期
关键词
D O I
10.1023/A:1017586015779
中图分类号
TH7 [仪器、仪表];
学科分类号
0804 ; 080401 ; 081102 ;
摘要
An estimator minimizing the sum of the squares of deviations of linear regression coefficients is derived. The estimator is unbiased in the class of linear estimators, it satisfies exactly additional constraints, and does not require the nonsingularity of the well-posedness of the matrix of a system of normal equations.
引用
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页码:761 / 764
页数:4
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