Abstract
This paper deals with the efficiencies of the least square estimates in linear models. For the Gauss-Markov model, a new efficiency is proposed and its lower bounds are given. For the linear model with variance components, an efficiency is introduced and its lower bounds, which are independent of unknown parameters, are obtained.
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© 1999 Springer-Verlag Berlin Heidelberg
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Egle, K., Zhan, J. (1999). Efficiencies of Least Squares in Linear Models. In: Gaul, W., Schader, M. (eds) Mathematische Methoden der Wirtschaftswissenschaften. Physica, Heidelberg. https://doi.org/10.1007/978-3-662-12433-8_11
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DOI: https://doi.org/10.1007/978-3-662-12433-8_11
Publisher Name: Physica, Heidelberg
Print ISBN: 978-3-662-12434-5
Online ISBN: 978-3-662-12433-8
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