Regression model with estimated covariance matrix
Lubomír Kubáček (1983)
Mathematica Slovaca
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Displaying similar documents to “On a generalization of the orthogonal regression”
Regression model with estimated covariance matrix
Some statistical aspects of the estimation of parameters of a linear conform transformation
Lubomír Kubáček (1970)
Aplikace matematiky
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Minimum mean square error estimation
Gejza Wimmer (1979)
Aplikace matematiky
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In many cases we can consider the regression parameters as realizations of a random variable. In these situations the minimum mean square error estimator seems to be useful and important. The explicit form of this estimator is given in the case that both the covariance matrices of the random parameters and those of the error vector are singular.