Characterization of the multivariate Gauss-Markoff model with singular covariance matrix and missing values

DOI10.1023/A:1023215001376zbMath0937.62067OpenAlexW1536692286MaRDI QIDQ1978994

Wiktor Oktaba

Publication date: 22 May 2000

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/33002

zbMATH Keywords

BLUEmissing valuesmultivariate Gauss-Markoff model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (1)

On simultaneous prediction in a multivariate general linear model with future observations

Cites Work

• Linear transformations preserving best linear unbiased estimators in a general Gauss-Markoff model
• Estimation and Verification of Hypotheses in Some Zyskind‐Martin Models with Missing Values
• Estimation of missing values in the general gauss-maekoff model
• A general recursive procedure for analysis of variance
• On Best Linear Estimation and General Gauss-Markov Theorem in Linear Models with Arbitrary Nonnegative Covariance Structure
• Linear Statistical Inference and its Applications
• THE ESTIMATION OF MISSING AND MIXED-UP OBSERVATIONS IN SEVERAL EXPERIMENTAL DESIGNS
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