Simple least squares estimation versus best linear unbiased prediction
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Cites work
- An extension of a rank criterion for the least squares estimator to be the best linear unbiased estimator
- An Extension of the Generalized Inverse of a Matrix
- Comparison of Least Squares and Minimum Variance Estimates of Regression Parameters
- Conditions for Positive and Nonnegative Definiteness in Terms of Pseudoinverses
- How much do Gauss-Markov and least square estimates differ, A coordinate- free approach
- scientific article; zbMATH DE number 3301943 (Why is no real title available?)
- scientific article; zbMATH DE number 3350922 (Why is no real title available?)
- Linear Spaces and Minimum Variance Unbiased Estimation
- On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
- Prediction and the efficiency of least squares
- Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
- The Gauss–Markov Theorem for Regression Models with Possibly Singular Covariances
Cited in
(5)- A note on the inverse-partitioned-matrix method in linear regression analysis
- Memory-based reduced modelling and data-based estimation of opinion spreading
- Matrix rank and inertia formulas in the analysis of general linear models
- Equalities between OLSE, BLUE and BLUP in the linear model
- On equality of ordinary least squares estimator, best linear unbiased estimator and best linear unbiased predictor in the general linear model
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