Gnot, S.; Trenkler, G.; Zmyslony, R. - In: Journal of Multivariate Analysis 54 (1995) 1, pp. 113-125
In the paper the problem of nonnegative estimation of [beta]'H[beta] + h[sigma]2 in the linear model E(y) = X[beta], Var(y)= [sigma]2I is discussed. Here H is a nonnegative definite matrix while h is a nonnegative scalar. An iterative procedure for the nonnegative minimum biased quadratic...