Open AccessCharacterisation of k-Class estimation in simultaneous equation models
Author(s) -
José F. Burguete,
Esteban Burguete
Publication year - 2021
Publication title -
the journal of agriculture of the university of puerto rico/the journal of agriculture of the university of puerto rico
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.123
H-Index - 10
eISSN - 2308-1759
pISSN - 0041-994X
DOI - 10.46429/jaupr.v74i3.6664
Subject(s) - linear subspace , estimator , class (philosophy) , oblique case , mathematics , characterization (materials science) , space (punctuation) , estimation , projector , mathematical analysis , computer science , pure mathematics , artificial intelligence , statistics , physics , optics , management , linguistics , philosophy , economics , operating system
This paper presents the direct geometric characterization of the k-Class estimation method in a linear simultaneous equation model. The concept of oblique projector is used. The paper also exhibits several estimators generated by projecting along subspaces of the whole space along which this class is projected.