Characterizations of the best linear unbiased estimator in the general Gauss-Markov model with the use of matrix partial orderings

DOI10.1016/0024-3795(90)90349-HzbMath0695.62152MaRDI QIDQ910132

Jerzy K. Baksalary, Simo Puntanen

Publication date: 1990

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

ordinary least squaresmatrix partial orderingsGauss-Markov modelLoewner orderingdispersion matrixbest linear unbiased estimatorsnew characterizations of BLUErank-subtractivity partial orderings

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ordered structures (06F99)

Related Items (13)

On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model ⋮ Automorphisms of \(M_{n}\), partially ordered by rank subtractivity ordering ⋮ On the equality of estimators under a general partitioned linear model with parameter restrictions ⋮ Some further matrix extensions of the Cauchy-Schwarz and Kantorovich inequalities, with some statistical applications ⋮ The star partial order and the eigenprojection at 0 on EP matrices ⋮ On a partial order defined by the weighted Moore-Penrose inverse ⋮ THREE RANK FORMULAS ASSOCIATED WITH THE COVARIANCE MATRICES OF THE BLUE AND THE OLSE IN THE GENERAL LINEAR MODEL ⋮ Idempotent Boolean matrices and majorization ⋮ Matrix rank and inertia formulas in the analysis of general linear models ⋮ Solutions of minus partial ordering equations over von Neumann regular rings ⋮ Ordering of transformed recorded electroencephalography (EEG) signals by a novel precede operator ⋮ Ordered matrices with nonnegative group projector ⋮ Preservers of partial orders on the set of all variance-covariance matrices

Cites Work

• The matrix inequality \(M \leq B^*MB\)
• Inheriting independence and chi-squaredness under certain matrix orderings
• On some characterizations of the star partial ordering for matrices and rank subtractivity
• A relationship between the star and minus orderings
• The minus partial order and the shorted matrix
• An extension of a rank criterion for the least squares estimator to be the best linear unbiased estimator
• The rank of a difference of matrices and associated generalized inverses
• Characterizations of estimability in the general linear model
• Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
• Some properties of matrix partial orderings
• Categorical information and the singular linear model
• Prior Information on the Coefficients when the Disturbance Covariance Matrix is Unknown
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
• Linear Spaces and Minimum Variance Unbiased Estimation
• Inequalities: theory of majorization and its applications
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