Un teorema di rappresentazione per lo stimatore vincolato

Authors

  • Maria Grazia Zoia Università Cattolica del Sacro Cuore, Milano

DOI:

https://doi.org/10.6092/issn.1973-2201/406

Abstract

A 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.

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Published

2007-10-22

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

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Section

Articles