Linear models that allow perfect estimation
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Cites work
- Exact Linear Restrictions on Parameters in the General Linear Model with a Singular Covariance Matrix
- Goodness-of-Fit Tests for Parametric Regression Models
- scientific article; zbMATH DE number 1761442 (Why is no real title available?)
- scientific article; zbMATH DE number 3313896 (Why is no real title available?)
- scientific article; zbMATH DE number 3373921 (Why is no real title available?)
- On Best Linear Estimation and General Gauss-Markov Theorem in Linear Models with Arbitrary Nonnegative Covariance Structure
- On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
- Some further remarks on the singular linear model
- The general Gauss-Markov model with possibly singular dispersion matrix
- Unbiased and minimum-variance unbiased estimation of estimable functions for fixed linear models with arbitrary covariance structure
Cited in
(5)- Correct parametrizations of linear models
- scientific article; zbMATH DE number 1923163 (Why is no real title available?)
- Disjoint sections of positive semidefinite matrices and their applications in linear statistical models
- How data or error covariance can change and still retain BLUEs as well as their covariance or the sum of squares of errors
- Perfect linear models and perfect parametric functions
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