Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal

DOI10.1016/S0167-7152(00)00057-2MaRDI QIDQ1582660zbMATH OpenFDO

Authors Dean M. Young, P. L. Odell, William Hahn

Publication date 21 November 2000

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-7152(00)00057-2

zbMATH Keywords

homogeneous matrix equationMoore-Penrose inversenonnegative-definite solutionsweighted least-squares normal equation

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Recommendations

• A note on the characterization of the general nonnegative-definite covariance structure for the equality of the BLU and OLS estimators
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• Estimation-Equivalent Covariance Structures for the Least Squares and Minque Estimators of the Linear Model Variance
• On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model
• A note on the equality of the OLSE and the BLUE of the parametric function in the general Gauss-Markov model

Cites work

• A Necessary and Sufficient Condition that Ordinary Least-Squares Estimators be Best Linear Unbiased
• Best Linear Recursive Estimation
• Equality of two blues and ridge-type estimates
• Extending some results and proofs for the singular linear model
• scientific article; zbMATH DE number 3648910 (Why is no real title available?)
• scientific article; zbMATH DE number 3149413 (Why is no real title available?)
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• scientific article; zbMATH DE number 3313896 (Why is no real title available?)
• scientific article; zbMATH DE number 3196618 (Why is no real title available?)
• On Best Linear Estimation and General Gauss-Markov Theorem in Linear Models with Arbitrary Nonnegative Covariance Structure
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
• On equalities between BLUES, WLSEs, and SLSEs
• Relationships Between Some Representations of the Best Linear Unbiased Estimator in the General Gauss–Markoff Model
• Some further results related to reduced singular linear models
• Some Relationships Between BLUEs, WLSEs and SLSEs
• The Gauss–Markov Theorem for Regression Models with Possibly Singular Covariances

Cited in

(4)

• On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model
• A note on the characterization of the general nonnegative-definite covariance structure for the equality of the BLU and OLS estimators
• scientific article; zbMATH DE number 5206501 (Why is no real title available?)
• Covariance structure associated with an equality between two general ridge estimators

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