Revisiting the BLUE in a Linear Model via Proper Eigenvectors

DOI10.1007/978-81-322-1053-5_7OpenAlexW162199080MaRDI QIDQ4927438

Augustyn Markiewicz, Simo Puntanen, Jan Hauke

Publication date: 20 June 2013

Published in: Combinatorial Matrix Theory and Generalized Inverses of Matrices (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-81-322-1053-5_7

zbMATH Keywords

linear modelbest linear unbiased estimatororthogonal projectorGauss-Markov modelLöwner orderingproper eigenvalues

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20) Statistics (62-XX) Inequalities involving eigenvalues and eigenvectors (15A42)

Related Items (3)

Linear prediction sufficiency in the misspecified linear model ⋮ On relations between BLUEs under two transformed linear models ⋮ A new analysis of the relationships between a general linear model and its mis-specified forms

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