More on BLU estimation in regression models with possibly singular covariances

DOI10.1016/0024-3795(85)90197-1MaRDI QIDQ1083808zbMATH OpenOpenAlexFDO

Authors Hans Joachim Werner

Publication date 1985

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(85)90197-1

zbMATH Keywords

best linear unbiased estimatorBLUEsestimable linear functionsgeneralized inversesingular covariances

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Linear regression; mixed models (62J05)

Review text

Consider the general linear regression model \(E(y)=A\beta\), \(Cov(y)=V\), where y is an \(n\times 1\) vector of observations, A is a known real \(n\times m\) matrix, and V is a known dispersion matrix. No rank assumptions are imposed on A or V. The aim of this paper is to investigate the class of all those matrices G leading to traditional BLUEs CGy for all estimable linear functions \(C\beta\), and to discuss its relations with two other sets introduced respectively by \textit{A. Albert} [SIAM J. Appl. Math. 24, 182-287 (1973; Zbl 0232.62030)] and by \textit{S. K. Mitra} and \textit{B. J. Moore} [Sankhyā, Ser. A 35, 139-152 (1973; Zbl 0277.62044)].

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• A BLUE decomposition in the general linear regression model
• The general Gauss-Markov model with possibly singular dispersion matrix
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• Linear Estimation with an Incorrect Dispersion Matrix in Linear Models with a Common Linear Part
• The BLUE's covariance matrix revisited: A review

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Cited in

(9)

• On inequality constrained generalized least squares selections in the general possibly singular Gauss-Markov model: A projector theoretical approach
• A BLUE decomposition in the general linear regression model
• On properties of BLUEs under general linear regression models
• On BLU-estimation with data of different periodicity
• Linear Estimation with an Incorrect Dispersion Matrix in Linear Models with a Common Linear Part
• Generalized inversion and weak bi-complementarity^∗
• scientific article; zbMATH DE number 4074241 (Why is no real title available?)
• On inequality constrained generalized least-squares estimation
• The BLUE's covariance matrix revisited: A review

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