Un teorema di rappresentazione per lo stimatore vincolato
AbstractA recent result in partitioned inversion (Faliva and Zoia, 2000) paves the way to shed some more light on constrained estimation, as the paper shows for the linear model. Indeed, a novel closed-form expression for the restricted least-squares(RLS) estimator is derived, which reads as a mirror image of the well-known Theil's(1961) solution and actually turns out to cover the latter as a special case. This leads eventually to an elegant representation theorem for the RLS estimator which combines classical and new results as well.
How to Cite
Zoia, M. G. (2002). Un teorema di rappresentazione per lo stimatore vincolato. Statistica, 62(2), 265–271. https://doi.org/10.6092/issn.1973-2201/406