Characterization of the multivariate Gauss-Markoff model with singular covariance matrix and missing values (Q1978994)

All basic problems of multivariate models with singular covariance matrix and missing values are considered in this paper; i.e.\ the best linear estimators (BLUEs) of parametric functions, estimability of these functions, variance and covariance of BLUEs, estimation of the variance factor \(\sigma ^2\), conditions for consistency of linear hypothesis on parameters and test functions.