Некоторые эквивалентности в линейном оценивании

Dmitri Danilov, J.R. Magnus

Onderzoeksoutput: Bijdrage aan tijdschriftTijdschriftartikelAcademicpeer review

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Under normality, the Bayesian estimation problem, the best linear unbiased estimation problem, and the restricted least-squares problem
are all equivalent. As a result we need not compute pseudo-inverses and
other complicated functions, which will be impossible for large sparse systems. Instead, by reorganizing the inputs, we can rewrite the system as a new
but equivalent system which can be solved by ordinary least-squares methods.
Vertaalde titel van de bijdrageSome equivalences in linear estimation
Originele taal-2Russisch
Pagina's (van-tot)83-90
Aantal pagina's8
StatusGepubliceerd - 2007

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