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An alternative look at the linear regression model

Statistical papers (Berlin, Germany), 2022-10, Vol.63 (5), p.1499-1509

2022

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Professor Heinz Neudecker and matrix differential calculus

Statistical papers (Berlin, Germany), 2024-06, Vol.65 (4), p.2605-2639

2024

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Let us do the twist again

Statistical papers (Berlin, Germany), 2013-11, Vol.54 (4), p.1109-1119

2013

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Problem 4/SP06: Estimation of the Hadamard and cross products of two mean vectors in multivariate analysis

Statistical papers (Berlin, Germany), 2006-06, Vol.47 (3), p.481-485

2006

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A projector oriented approach to the best linear unbiased estimator

Statistical papers (Berlin, Germany), 2009-08, Vol.50 (4), p.721-733

2009

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BETWEEN OLSE AND BLUE

Australian & New Zealand journal of statistics, 2011-09, Vol.53 (3), p.289-303

2011

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On inverse sampling without replacement

Statistical papers (Berlin, Germany), 2009-06, Vol.50 (3), p.691-691

2009

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Moore-Penrose Inverse of a Matrix Product with Normal Matrix

Econometric theory, 1995-08, Vol.11 (3), p.653-654

Trenkler, Götz

1995

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Optimal Weighting of Unbiased Estimators

Econometric theory, 1996-08, Vol.12 (3), p.587-589

Trenkler, Götz

1996

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A Note on Comparing Stochastically Restricted Linear Estimators in a Regression Model

Biometrical journal, 1993, Vol.35 (1), p.125-128

Trenkler, Götz

1993

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Eigenvalues of the Product of Nonnegative Definite Matrices

Econometric theory, 1995-10, Vol.11 (4), p.808-808

Trenkler, Götz

1995

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ON THE EFFICIENCY OF THE COCHRANE-ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA

Communications in statistics. Theory and methods, 2001-03, Vol.30 (2), p.195-207

2001

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Some Further Remarks on Multicollinearity and the Minimax Conditions of the Bock Stein-like Estimator

Econometrica, 1984-07, Vol.52 (4), p.1067-1069

Trenkler, Götz

1984

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Necessary and sufficient conditions for superiority of misspecified restricted least squares regression estimator

Journal of statistical planning and inference, 1998-08, Vol.71 (1), p.109-116

1998

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Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints

Journal of statistical planning and inference, 1993-08, Vol.36 (2), p.185-196

1993

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Covariance adjustment in biased estimation

Computational statistics & data analysis, 1991-09, Vol.12 (2), p.221-230

1991

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On the equality of usual and amemiya's partially generalized least squares estimator

Communications in statistics. Theory and methods, 1997-01, Vol.26 (9), p.2075-2086

1997

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Estimation From Transformed Data Under the Linear Regression Model

Statistics (Berlin, DDR), 1997-01, Vol.29 (3), p.205-219

1997

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Biased Linear Estimators and Estimable Functions

Scandinavian journal of statistics, 1983-01, Vol.10 (1), p.53-55

Trenkler, Götz

1983

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Minimum mean square error estimation in linear regression

Journal of statistical planning and inference, 1993-11, Vol.37 (2), p.203-214

1993

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Assessing coverage-probabilities for approximate minimax estimators with respect to interval restrictions

Journal of statistical computation and simulation, 1994-08, Vol.50 (1-2), p.59-74

1994

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Generalized Inverses of Partitioned Matrices

Econometric theory, 1993-09, Vol.9 (3), p.530-533

1993

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Mean Square Error Matrix Comparisons among Restricted Least Squares Estimators

Sankhya. Series A, 1987-02, Vol.49 (1), p.96-104

Trenkler, Götz

1987

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On the euclidean distance between biased estimators

Communications in statistics. Theory and methods, 1984-01, Vol.13 (3), p.273-284

1984

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A note on generalized ridge estimators

Communications in statistics. Theory and methods, 1990-01, Vol.19 (8), p.2871-2877

1990

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An alternative look at the linear regression model

Professor Heinz Neudecker and matrix differential calculus

Let us do the twist again

Problem 4/SP06: Estimation of the Hadamard and cross products of two mean vectors in multivariate analysis

A projector oriented approach to the best linear unbiased estimator

BETWEEN OLSE AND BLUE

On inverse sampling without replacement

Moore-Penrose Inverse of a Matrix Product with Normal Matrix

Optimal Weighting of Unbiased Estimators

A Note on Comparing Stochastically Restricted Linear Estimators in a Regression Model

Eigenvalues of the Product of Nonnegative Definite Matrices

ON THE EFFICIENCY OF THE COCHRANE-ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA

Some Further Remarks on Multicollinearity and the Minimax Conditions of the Bock Stein-like Estimator

Necessary and sufficient conditions for superiority of misspecified restricted least squares regression estimator

Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints

Covariance adjustment in biased estimation

On the equality of usual and amemiya's partially generalized least squares estimator

Estimation From Transformed Data Under the Linear Regression Model

Biased Linear Estimators and Estimable Functions

Minimum mean square error estimation in linear regression

Assessing coverage-probabilities for approximate minimax estimators with respect to interval restrictions

Generalized Inverses of Partitioned Matrices

Mean Square Error Matrix Comparisons among Restricted Least Squares Estimators

On the euclidean distance between biased estimators

A note on generalized ridge estimators

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