In this paper new light is shed on restricted least-square thanks to a recent result on partitioned inversion (2) which paves the way to finding a novel closed-form expression for the constrained estimator that is more general than the classical Theil's solution
Zoia, M., Restricted Least Square revisited, <<JOURNAL OF STATISTICS & MANAGEMENT SYSTEMS>>, 2003; Vol. 6 (No. 1): 95-100 [http://hdl.handle.net/10807/20526]
Autori: | |
Titolo: | Restricted Least Square revisited |
Data di pubblicazione: | 2003 |
Abstract: | In this paper new light is shed on restricted least-square thanks to a recent result on partitioned inversion (2) which paves the way to finding a novel closed-form expression for the constrained estimator that is more general than the classical Theil's solution |
Lingua: | Inglese |
Rivista: | |
Citazione: | Zoia, M., Restricted Least Square revisited, <<JOURNAL OF STATISTICS & MANAGEMENT SYSTEMS>>, 2003; Vol. 6 (No. 1): 95-100 [http://hdl.handle.net/10807/20526] |
Appare nelle tipologie: | Articolo in rivista, Nota a sentenza |
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