An extension of a rank criterion for the least squares estimator to be the best linear unbiased estimator

DOI10.1016/0378-3758(77)90015-5MaRDI QIDQ1248868zbMATH OpenOpenAlexFDO

Authors Jerzy K. Baksalary, Radosław Kala

Publication date 1977

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(77)90015-5

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cites work

• scientific article; zbMATH DE number 3465460 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• scientific article; zbMATH DE number 3410440 (Why is no real title available?)
• scientific article; zbMATH DE number 3416853 (Why is no real title available?)
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models

Cited in

(7)

• Simple least squares estimation versus best linear unbiased prediction
• On the equality of estimators under a general partitioned linear model with parameter restrictions
• On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model
• Matrix rank and inertia formulas in the analysis of general linear models
• Fundamental equations of BLUE and BLUP in the multivariate linear model with applications
• Characterizations of the best linear unbiased estimator in the general Gauss-Markov model with the use of matrix partial orderings
• 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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