A NOTE ON COMPARING STOCHASTICALLY RESTRICTED LINEAR ESTIMATORS IN A REGRESSION-MODEL

被引：4

作者：

TRENKLER, G ^{[1
]}

机构：

[1] UNIV DORTMUND,DEPT STAT,W-4600 DORTMUND 50,GERMANY

来源：

BIOMETRICAL JOURNAL | 1993年 / 35卷 / 01期

关键词：

LINEAR REGRESSION; COVARIANCE MATRIX COMPARISONS; MINIMUM DISPERSION LINEAR ESTIMATOR; STOCHASTIC RESTRICTIONS;

D O I：

10.1002/bimj.4710350112

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

In his recent paper LISKI (1989) derived conditions for superiority of the minimum dispersion estimator over another with respect to the covariance matrix when the parameter vector of a regression model is subject to competing stochastic restrictions. The aim of this note is to provide another necessary and sufficient condition which admits an easier interpretation of superiority related to the covariance matrix criterion.

引用

页码：125 / 128

页数：4

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