Displaying similar documents to “An alternative approach to characterize the commutativity of orthogonal projectors”

Least squares estimator consistency: a geometric approach

João Tiago Mexia, João Lita da Silva (2006)

Discussiones Mathematicae Probability and Statistics

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Consistency of LSE estimator in linear models is studied assuming that the error vector has radial symmetry. Generalized polar coordinates and algebraic assumptions on the design matrix are considered in the results that are established.

Ridge Estimator Revisited

Lubomír Kubáček (2012)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

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Bad conditioned matrix of normal equations in connection with small values of model parameters is a source of problems in parameter estimation. One solution gives the ridge estimator. Some modification of it is the aim of the paper. The behaviour of it in models with constraints is investigated as well.

Bayes unbiased estimators of parameters of linear trend with autoregressive errors

František Štulajter (1987)

Aplikace matematiky

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The method of least wquares is usually used in a linear regression model 𝐘 = 𝐗 β + ϵ for estimating unknown parameters β . The case when ϵ is an autoregressive process of the first order and the matrix 𝐗 corresponds to a linear trend is studied and the Bayes approach is used for estimating the parameters β . Unbiased Bayes estimators are derived for the case of a small number of observations. These estimators are compared with the locally best unbiased ones and with the usual least squares estimators. ...