Dispersion matrix comparisons among estimators under two competing restricted linear regression models
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Cites work
- A Note on Comparing Stochastically Restricted Linear Estimators in a Regression Model
- A note on the equality of the OLSE and the BLUE of the parametric function in the general Gauss-Markov model
- A theorem on the difference of the generalized inverses of two nonnegative matrices
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- Between OLSE and BLUE
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- Equalities and inequalities for inertias of Hermitian matrices with applications
- Equalities between OLSE, BLUE and BLUP in the linear model
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- scientific article; zbMATH DE number 4043084 (Why is no real title available?)
- scientific article; zbMATH DE number 3465460 (Why is no real title available?)
- Linear models and generalizations. Least squares and alternatives. With contributions by Michael Schomaker.
- Linear models. An integrated approach
- Matrix rank and inertia formulas in the analysis of general linear models
- On comparing restricted least squares estimators
- On comparison of dispersion matrices of estimators under a constrained linear model
- On equality of ordinary least squares estimator, best linear unbiased estimator and best linear unbiased predictor in the general linear model
- Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
- Some equalities and inequalities for covariance matrices of estimators under linear model
- Some remarks on BLUP under the general linear model with linear equality restrictions
- Some remarks on fundamental formulas and facts in the statistical analysis of a constrained general linear model
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