An elementary development of the equation characterizing best linear unbiased estimators
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Publication:1883300
DOI10.1016/S0024-3795(03)00396-3zbMath1052.62062MaRDI QIDQ1883300
Publication date: 4 October 2004
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
15A09: Theory of matrix inversion and generalized inverses
15A24: Matrix equations and identities
15A45: Miscellaneous inequalities involving matrices
Related Items
On the best linear unbiased estimator and the linear sufficiency of a general growth curve model, On the equality of the BLUPs under two linear mixed models, Linear sufficiency and completeness in the context of estimating the parametric function in the general Gauss-Markov model, A new approach to the concept of a strong unified-least-squares matrix, All about the \(\bot\) with its applications in the linear statistical models, The Equalities of BLUPs for Linear Combinations Under Two General Linear Mixed Models, Comparing the BLUEs Under Two Linear Models, A Useful Matrix Decomposition and Its Statistical Applications in Linear Regression
Cites Work
- A study of the influence of the natural restrictions on estimation problems in the singular Gauss-Markov model
- Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
- Two matrix-based proofs that the linear estimator \(G y\) is the best linear unbiased estimator
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