شماره ركورد
77823
عنوان مقاله
A note on equality of MINQUE and simple estimator in the multivariate linear model
پديد آورندگان
AL-MOUEL, Abdul-Hussein Saber University of Basrah - College of Education - Department of Mathematics, IRAQ , AL-MOUSAWAY, Nadia Abud Habeeb University of Basrah - College of Education - Department of Mathematics, IRAQ
از صفحه
98
تا صفحه
104
چكيده فارسي
Under the multivariate linear model {Y, Xβ ,Σ⨂V}, equality of MINQUE and so called simple estimator (1/f) Yt MY T 1 , with M=I-X(X`X)+XT, f = rank(X :V) - rank(X) for Σ is considered. It is revealed that this equality holds if and only if the quadratic form Σ-1 Y MY admits Wishart-distribution under multivariate normality of Y. Keywords: multivariate linear model, MINQUE, BLUE, OLSE, Wishart - distribution
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