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

Aplikace matematiky (1980)

- Volume: 25, Issue: 6, page 423-431
- ISSN: 0862-7940

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topWimmer, 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 -

## References

top- C. R. Rao, Unified Theory of Linear Estimation, Sankhyā, Vol. 33 1971, pp. 371 - 394. (1971) Zbl0236.62048MR0319321
- C. R. Rao, Linear Statistical Inference and Its Applications, John Wiley, N. York 1973. (1973) Zbl0256.62002MR0346957
- C. R. Rao S. K. Mitra, Generalized Inversa of Matrices and Its Applications, John Wiley, N. York 1971. (1971) MR0338013
- C. R. Rao, Corrigenda, Sankhyā A, Vol. 34 1972 p. 477. (1972) Zbl0261.62051MR0347011

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