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)
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Theory of matrix inversion and generalized inverses (15A09) Matrix equations and identities (15A24) Miscellaneous inequalities involving matrices (15A45)
Related Items (10)
A new approach to the concept of a strong unified-least-squares matrix ⋮ Some Further Remarks on the Linear Sufficiency in the Linear Model ⋮ Comparing the BLUEs Under Two Linear Models ⋮ Common solutions to the matrix equations \(AX=B\) and \(XC=D\) on a subspace ⋮ On the equality of the BLUPs under two linear mixed models ⋮ On the best linear unbiased estimator and the linear sufficiency of a general growth curve model ⋮ All about the \(\bot\) with its applications in the linear statistical models ⋮ Linear sufficiency and completeness in the context of estimating the parametric function in the general Gauss-Markov model ⋮ A Useful Matrix Decomposition and Its Statistical Applications in Linear Regression ⋮ The Equalities of BLUPs for Linear Combinations Under Two General Linear Mixed Models
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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