Concentration Ellipsoids, Their Planes of Support, and the Linear Regression Model

The relationship between the concentration ellipsoid of a random vector and its planes of support is exploited to provide a geometric derivation and interpretation of existing results for a general form of the linear regression model. In particular, the planes of support whose points of tangency to...

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Bibliographic details

Volume:	32
Main Author:	Rogers, Alan J
Format:	Journal Article
Language:	English
Place of publication:	PHILADELPHIA Taylor & Francis Group 01.02.2013 TAYLOR & FRANCIS INC
published in:	Econometric reviews Vol. 32; no. 2; pp. 220 - 243
Data of publication:	2/1/2013
ISSN:	0747-4938 1532-4168
EISSN:	1532-4168
Discipline:	Economics Mathematics
Subjects:	BLU estimators Concentration ellipsoid Linear regression Planes of support Economics Mathematics, Interdisciplinary Applications Statistics & Probability Physical Sciences Social Sciences Social Sciences, Mathematical Methods Business & Economics Mathematics Mathematical Methods In Social Sciences Science & Technology Concentration ellipsoid ORDINARY LEAST-SQUARES GAUSS-MARKOV Linear regression THEOREM ESTIMATORS Planes of support BLU estimators 2-STAGE
Online Access:	available in Bonn?
Database:	Social Sciences Citation Index Web of Science - Science Citation Index Expanded - 2013 Web of Knowledge Science Citation Index Expanded Web of Science - Social Sciences Citation Index - 2013 Web of Science CrossRef Database information Databases - DBIS