Comparing the BLUEs Under Two Linear Models (Q2920045)

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Language	Label	Description	Also known as
English	Comparing the BLUEs Under Two Linear Models	scientific article

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scholarly article

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Comparing the BLUEs Under Two Linear Models (English)

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zbMATH Open document ID

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10.1080/03610926.2011.594541

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Augustyn Markiewicz

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Communications in Statistics - Theory and Methods

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publication date

23 October 2012

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

BLUE

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Gauss-Markov model

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linear sufficiency

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Löwner ordering

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OLSE

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orthogonal projector

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/03610926.2011.594541

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The Gauss–Markov Theorem for Regression Models with Possibly Singular Covariances

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Criteria for the equality between ordinary least squares and best linear unbiased estimators under certain linear models

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An elementary development of the equation characterizing best linear unbiased estimators

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A bound for the Euclidean norm of the difference between the least squares and the best linear unbiased estimators

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A new bound for the Euclidean norm of the difference between the least squares and the best linear unbiased estimators

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Linear transformations preserving best linear unbiased estimators in a general Gauss-Markoff model

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Linear sufficiency with respect to a given vector of parametric functions

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A projector oriented approach to the best linear unbiased estimator

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A study of the influence of the ''natural restrictions'' on estimation problems in the singular Gauss-Markov model

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The inefficiency of least squares

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How much do Gauss-Markov and least square estimates differ, A coordinate- free approach

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A Useful Matrix Decomposition and Its Statistical Applications in Linear Regression

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On the minimum efficiency of least squares

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When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach

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On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing

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A bound for the Euclidean norm of the difference between the best linear unbiased estimator and a linear unbiased estimator

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Some further remarks on the singular linear model

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Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix

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On equalities for BLUEs under misspecified Gauss-Markov models

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Some properties of projectors associated with the WLSE under a general linear model

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On \(\mathbf V\)-orthogonal projectors associated with a semi-norm

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SERIAL CORRELATION IN REGRESSION ANALYSIS. I

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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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mardi Publication:2920045

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