Linear models that allow perfect estimation

DOI10.1007/S00362-012-0455-0MaRDI QIDQ2392705zbMATH OpenOpenAlexFDO

Authors Ronald Christensen, Yong Lin

Publication date 2 August 2013

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-012-0455-0

zbMATH Keywords

general Gauss-Markov modellinear hypothesissingular covariance matrixbest linear unbiased estimate

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05)

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Cites work

• 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?)
• Exact Linear Restrictions on Parameters in the General Linear Model with a Singular Covariance Matrix
• Goodness-of-Fit Tests for Parametric Regression Models
• 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

(4)

• Perfect linear models and perfect parametric functions
• Correct parametrizations of linear models
• Disjoint sections of positive semidefinite matrices and their applications in linear statistical models
• scientific article; zbMATH DE number 1923163 (Why is no real title available?)

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