Best quadratic unbiased estimators of the variance-covariance matrix in normal regression (Q1224396): Difference between revisions

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+The Estimation of the Variances in a Variance-Components Model
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+On the Efficiency of Ordinary Least-Squares in Regression Models
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+Generalized Least Squares with an Estimated Variance Covariance Matrix
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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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