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A GENERALIZATION OF THE GAUSS-MARKOV THEOREM.
- Source :
-
Journal of the American Statistical Association . Dec66, Vol. 61 Issue 316, p1063. 4p. - Publication Year :
- 1966
-
Abstract
- This paper contains a generalization of the Gauss Markov Theorem based on the properties of the generalized inverse of a matrix as defined by Penrose. A minimum variance vector estimate x of a parameter vector x is given for the linear model of less than full rank. Since linear unbiased estimates may not always exist for this case the unbiased constraint is replaced by the more general constraint that the norm ||E(x) --x|| is minimized. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 01621459
- Volume :
- 61
- Issue :
- 316
- Database :
- Academic Search Index
- Journal :
- Journal of the American Statistical Association
- Publication Type :
- Academic Journal
- Accession number :
- 4618733
- Full Text :
- https://doi.org/10.1080/01621459.1966.10482195