Two matrix-based proofs that the linear estimator \(G y\) is the best linear unbiased estimator (Q1579993)

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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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