Extending some results and proofs for the singular linear model

DOI10.1016/0024-3795(94)90469-3zbMath0815.62044OpenAlexW2093515886WikidataQ55981497 ScholiaQ55981497MaRDI QIDQ1338496

Shayle R. Searle

Publication date: 1 December 1994

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

Full work available at URL: https://hdl.handle.net/1813/31746

zbMATH Keywords

invariancelinear modelbest linear unbiased estimationsingular dispersion matrixordinary least-squares estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (7)

On the Kalman filter with possibly degenerate and correlated errors ⋮ The general Gauss-Markov model with possibly singular dispersion matrix ⋮ Kantorovich and Cauchy-Schwarz inequalities involving positive semidefinite matrices, and efficiency comparisons for a singular linear model ⋮ Some further remarks on the singular linear model ⋮ Do we do mathematics with our visual brain? ⋮ Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal ⋮ Changes in the general linear model: A unified approach

Cites Work

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• IV.—On Least Squares and Linear Combination of Observations
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
• The Gauss–Markov Theorem for Regression Models with Possibly Singular Covariances

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