On equalities for BLUEs under misspecified Gauss-Markov models

被引：14
|
作者：
Tian, Yong Ge [1 ]
机构：
[1] Cent Univ Finance & Econ, China Econ & Management Acad, Beijing 100081, Peoples R China
来源：
ACTA MATHEMATICA SINICA-ENGLISH SERIES | 2009年 / 25卷 / 11期
基金：
中国国家自然科学基金;
关键词：
original model; misspecified model; restricted model; equality of estimations; BLUE; matrix rank method; PARTITIONED LINEAR-MODEL; WEIGHTED LEAST-SQUARES; ESTIMATORS; DECOMPOSITIONS; SUPERIORITY;
D O I：
10.1007/s10114-009-6375-9
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
This paper studies relationships between the best linear unbiased estimators (BLUEs) of an estimable parametric functions K beta under the Gauss-Markov model {y, X beta, sigma (2) I } pound and its misspecified model {y, X (0) beta, sigma (2) I pound (0)}. In addition, relationships between BLUEs under a restricted Gauss-Markov model and its misspecified model are also investigated.
引用
收藏
页码：1907 / 1920
页数：14
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