Two matrix-based proofs that the linear estimator \(G y\) is the best linear unbiased estimator (Q1579993)
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English | Two matrix-based proofs that the linear estimator \(G y\) is the best linear unbiased estimator |
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Two matrix-based proofs that the linear estimator \(G y\) is the best linear unbiased estimator (English)
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19 July 2001
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best unbiased estimator
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consistency condition
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extended BLUE approach
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extended estimators
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Gauss-Markov model
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idempotent matrices
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generalized matrix inverses
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natural restrictions
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traditional BLUE approach
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quadratic unbiased estimators
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best linear unbiased estimator
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BLUE
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linear model
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