| 书目名称 | The Coordinate-Free Approach to Gauss-Markov Estimation | | 编辑 | Hilmar Drygas | | 视频video | | | 丛书名称 | Lecture Notes in Economics and Mathematical Systems | | 图书封面 |  | | 描述 | These notes originate from a couple of lectures which were given in the Econometric Workshop of the Center for Operations Research and Econometrics (CORE) at the Catholic University of Louvain. The participants of the seminars were recommended to read the first four chapters of Seber‘s book [40], but the exposition of the material went beyond Seber‘s exposition, if it seemed necessary. Coordinate-free methods are not new in Gauss-Markov estimation, besides Seber the work of Kolmogorov [11], SCheffe [36], Kruskal [21], [22] and Malinvaud [25], [26] should be mentioned. Malinvaud‘s approach however is a little different from that of the other authors, because his optimality criterion is based on the ellipsoid of c- centration. This criterion is however equivalent to the usual c- cept of minimal covariance-matrix and therefore the result must be the same in both cases. While the usual theory gives no indication how small the covariance-matrix can be made before the optimal es timator is computed, Malinvaud can show how small the ellipsoid of concentration can be made: it is at most equal to the intersection of the ellipssoid of concentration of the observed random vector and the line | | 出版日期 | Book 1970 | | 关键词 | Markov; econometrics; operations research; regression; statistical models | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-642-65148-9 | | isbn_softcover | 978-3-540-05326-2 | | isbn_ebook | 978-3-642-65148-9Series ISSN 0075-8442 Series E-ISSN 2196-9957 | | issn_series | 0075-8442 | | copyright | Springer-Verlag Berlin · Heidelberg 1970 |
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发表于 2025-3-21 19:22:11
