A note on the equality of the OLSE and the BLUE of the parametric function in the general Gauss-Markov model
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Publication:1019437
DOI10.1007/s00362-007-0055-6zbMath1309.62113MaRDI QIDQ1019437
Publication date: 2 June 2009
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-007-0055-6
linear model; best linear unbiased estimation; ordinary least squares estimation; reparametrized model
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On the BLUEs in Two Linear Models via C. R. Rao's Pandora's Box, Mean driven balance and uniformly best linear unbiased estimators, On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model, The additive and block decompositions about the WLSEs of parametric functions for a multiple partitioned linear regression model, Matrix rank and inertia formulas in the analysis of general linear models, On equalities of estimations of parametric functions under a general linear model and its restricted models, Some equalities for estimations of partial coefficients under a general linear regression model, Equalities for estimators of partial parameters under linear model with restrictions, Perfect linear models and perfect parametric functions, On relations between weighted least-squares estimators of parametric functions under a general partitioned linear model and its small models, On the equality of estimators under a general partitioned linear model with parameter restrictions, The equalities of estimations under a general partitioned linear model and its stochastically restricted model
Cites Work
- Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
- Four equivalent definitions of reparametrizations and restrictions in linear models
- On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
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