How much do Gauss-Markov and least square estimates differ, A coordinate- free approach
From MaRDI portal
Publication:1219531
DOI10.1214/aos/1176343201zbMath0311.62031OpenAlexW2057777204MaRDI QIDQ1219531
Publication date: 1975
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176343201
Related Items (12)
On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model ⋮ Comparing the BLUEs Under Two Linear Models ⋮ Some comments on six inequalities associated with the inefficiency of ordinary least squares with one regressor ⋮ Concentration Ellipsoids, Their Planes of Support, and the Linear Regression Model ⋮ Simple least squares estimation versus best linear unbiased prediction ⋮ Estimation of means in graphical Gaussian models with symmetries ⋮ On exact \(D\)-optimal designs for regression models with correlated observations ⋮ Upper bounds for the Euclidean distances between the BLUPs ⋮ Comparisons among three estimation methods in linear models when observations are pairwise correlated ⋮ Some finite sample properties of Zellner estimator in the context of \(m\) seemingly unrelated regression equations ⋮ The inefficiency of least squares in Gauss-Markov and variance component models ⋮ Some results on canonical correlation and their applications to a linear model
This page was built for publication: How much do Gauss-Markov and least square estimates differ, A coordinate- free approach