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Two stage linear model with constraints. (English) Zbl 0793.62036
Summary: A two stage linear model with constraints on parameters is under consideration. These constraints occur in the second stage, however parameters of the both stages are involved in them. The problem is to construct a linear estimator in the second stage under the condition that the estimator of the first stage parameter must not be changed.

62J05 Linear regression; mixed models
62F30 Parametric inference under constraints
62H12 Estimation in multivariate analysis
62F10 Point estimation
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