Comparing the BLUEs Under Two Linear Models (Q2920045): Difference between revisions

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+The Gauss–Markov Theorem for Regression Models with Possibly Singular Covariances
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+Criteria for the equality between ordinary least squares and best linear unbiased estimators under certain linear models
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+An elementary development of the equation characterizing best linear unbiased estimators
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+A bound for the Euclidean norm of the difference between the least squares and the best linear unbiased estimators
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+A new bound for the Euclidean norm of the difference between the least squares and the best linear unbiased estimators
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+Linear transformations preserving best linear unbiased estimators in a general Gauss-Markoff model
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+Linear sufficiency with respect to a given vector of parametric functions
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+A projector oriented approach to the best linear unbiased estimator
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+A study of the influence of the ''natural restrictions'' on estimation problems in the singular Gauss-Markov model
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+The inefficiency of least squares
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+Q4537459
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+Q5618170
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+How much do Gauss-Markov and least square estimates differ, A coordinate- free approach
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+A Useful Matrix Decomposition and Its Statistical Applications in Linear Regression
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+On the minimum efficiency of least squares
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+When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach
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+On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing
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+A bound for the Euclidean norm of the difference between the best linear unbiased estimator and a linear unbiased estimator
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+Some further remarks on the singular linear model
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+Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
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+Q5645536
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+On equalities for BLUEs under misspecified Gauss-Markov models
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+Some properties of projectors associated with the WLSE under a general linear model
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+On \(\mathbf V\)-orthogonal projectors associated with a semi-norm
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+SERIAL CORRELATION IN REGRESSION ANALYSIS. I
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+On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
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