Linear Spaces and Minimum Variance Unbiased Estimation
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(31)- Binary operations and canonical forms for factorial and related models
- A matrix inequality and admissibility of linear estimators with respect to the mean square error matrix criterion
- On the structure of admissible linear estimators
- Simple least squares estimation versus best linear unbiased prediction
- Quadratic unbiased estimation without invariance and its application in the unbalanced one-way random model
- A study of the influence of the natural restrictions on estimation problems in the singular Gauss-Markov model
- Bayes invariant quadratic estimation in general linear regression models
- The fundamental aspects of the admissibility in the quadratic approximation of linear mappings
- Some estimation problems in multistage linear models
- The general Gauss-Markov model with possibly singular dispersion matrix
- Some further remarks on the singular linear model
- Complete and sufficient statistics and perfect families in orthogonal and error orthogonal normal models
- Quadratic estimation in mixed linear models with two variance components
- Inference for types and structured families of commutative orthogonal block structures
- On a problem with singularity in comparison of linear experiments
- Estimation in models with commutative orthogonal block structure
- Binary operations on Jordan algebras and orthogonal normal models
- Unbiased invariant minimum norm estimation in generalized growth curve model
- Jordan algebras, generating pivot variables and orthogonal normal models
- Inference for L orthogonal models
- Projectors and linear estimation in general linear models
- Estimadores blimbe’s en el modelo lineal. Una generalizacion de los BLUE’s
- In Memoriam: George Zyskind 1929–1974
- Estimation of variance components based on bio-model of diallel crosses (balanced)
- Chisquared and related inducing pivot variables: an application to orthogonal mixed models
- Nesting segregated mixed models
- Estimability of variance components when all model matrices commute
- Quadratic estimators of covariance components in a multivariate mixed linear model
- Addressing the algebraic structure of a linear mixed model with balanced design towards model extension
- Operations with iso-structured models with commutative orthogonal block structure: an introductory approach
- Characterizations of the best linear unbiased estimator in the general Gauss-Markov model with the use of matrix partial orderings
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