Gillard, Jonathan ![]() ![]() |
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Official URL: http://dx.doi.org/10.1016/j.spl.2018.07.025
Abstract
For a general linear regression model we construct a directional statistic which maximizes the probability that the scalar product between the vector of unknown parameters and any linear estimator is positive. Special emphasis is given to comparison of this directional statistic with the BLUE and explaining why the BLUE could be relatively poor. We illustrate our results on analytical and numerical examples.
Item Type: | Article |
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Date Type: | Publication |
Status: | Published |
Schools: | Mathematics |
Publisher: | Elsevier |
ISSN: | 0167-7152 |
Date of First Compliant Deposit: | 29 November 2018 |
Date of Acceptance: | 31 July 2018 |
Last Modified: | 07 Nov 2023 16:47 |
URI: | https://orca.cardiff.ac.uk/id/eprint/117210 |
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