An elementary development of the equation characterizing best linear unbiased estimators
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Publication:1883300
DOI10.1016/S0024-3795(03)00396-3zbMath1052.62062MaRDI QIDQ1883300
Publication date: 4 October 2004
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
15A09: Theory of matrix inversion and generalized inverses
15A24: Matrix equations and identities
15A45: Miscellaneous inequalities involving matrices
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Cites Work
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- A study of the influence of the natural restrictions on estimation problems in the singular Gauss-Markov model
- Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
- Two matrix-based proofs that the linear estimator \(G y\) is the best linear unbiased estimator