Equality of two blues and ridge-type estimates |
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| Authors: | Friedrich Pukelsheim |
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| Institution: | Institut fur Mathematische Stochastik der Universitf?t , Freiburg im Breisgau, D-7300, Fed. Rep. of Germany |
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| Abstract: | Equality is shown of the g-inverse and Moore-Penrose inverse representation of the BLUE in the general linear model. The proof is based on a matrix identity which allows also to establish a functional relationship between the BLUE and Ridge-type estimates. |
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| Keywords: | linear model minimum bias g-inverse Moore-Penrose inverse |
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