On equivalence problem in linear regression models. II. Unbiased estimation of the covariance matrix scalar factor

Wimmer, Gejza. "On equivalence problem in linear regression models. II. Unbiased estimation of the covariance matrix scalar factor." Aplikace matematiky 25.6 (1980): 423-431. <http://eudml.org/doc/15169>.

@article{Wimmer1980,
abstract = {There exist many different ways of determining the best linear unbiased estimation of regression coefficients in general regression model. In Part I of this article it is shown that all these ways are numerically equivalent almost everyvhere. In Part II conditions are considered under which all the unbiased estimations of the unknown covariance matrix scalar factor are numerically equivalent almost everywhere.},
author = {Wimmer, Gejza},
journal = {Aplikace matematiky},
keywords = {control; numerical stability; best linear unbiased estimation; unknown covariance matrix scalar factor; control; numerical stability; best linear unbiased estimation; unknown covariance matrix scalar factor},
language = {eng},
number = {6},
pages = {423-431},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {On equivalence problem in linear regression models. II. Unbiased estimation of the covariance matrix scalar factor},
url = {http://eudml.org/doc/15169},
volume = {25},
year = {1980},
}

TY - JOUR
AU - Wimmer, Gejza
TI - On equivalence problem in linear regression models. II. Unbiased estimation of the covariance matrix scalar factor
JO - Aplikace matematiky
PY - 1980
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 25
IS - 6
SP - 423
EP - 431
AB - There exist many different ways of determining the best linear unbiased estimation of regression coefficients in general regression model. In Part I of this article it is shown that all these ways are numerically equivalent almost everyvhere. In Part II conditions are considered under which all the unbiased estimations of the unknown covariance matrix scalar factor are numerically equivalent almost everywhere.
LA - eng
KW - control; numerical stability; best linear unbiased estimation; unknown covariance matrix scalar factor; control; numerical stability; best linear unbiased estimation; unknown covariance matrix scalar factor
UR - http://eudml.org/doc/15169
ER -