文章基本信息

标题：Un teorema di rappresentazione per lo stimatore vincolato
本地全文：下载
作者：Maria Grazia Zoia
期刊名称：Statistica
印刷版ISSN：1973-2201
出版年度：2002
卷号：62
期号：2
页码：265-271
DOI：10.6092/issn.1973-2201/406
语种：English
出版社：Dep. of Statistical Sciences "Paolo Fortunati", Università di Bologna
摘要：A recent result in partitioned inversion (Faliva and Zoia, 2000) paves the way to shed some more light on constrained estimation, as the paper shows for the linear model. Indeed, a novel closed-form expression for the restricted least-squares(RLS) estimator is derived, which reads as a mirror image of the well-known Theil's(1961) solution and actually turns out to cover the latter as a special case. This leads eventually to an elegant representation theorem for the RLS estimator which combines classical and new results as well.