TY - JOUR
AU - Zoia, Maria Grazia
PY - 2002/01/01
Y2 - 2023/03/31
TI - Un teorema di rappresentazione per lo stimatore vincolato
JF - Statistica
JA - Stat
VL - 62
IS - 2
SE - Articles
DO - 10.6092/issn.1973-2201/406
UR - https://rivista-statistica.unibo.it/article/view/406
SP - 265-271
AB - 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.
ER -