Linear models that allow perfect estimation

DOI10.1007/S00362-012-0455-0zbMATH Open1307.62178OpenAlexW2082184978MaRDI QIDQ2392705FDOQ2392705

Authors: Ronald Christensen, Yong Lin 

Publication date: 2 August 2013

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-012-0455-0

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zbMATH Keywords

general Gauss-Markov modellinear hypothesissingular covariance matrixbest linear unbiased estimate

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05)

Cites Work

• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
• Title not available (Why is that?)
• On Best Linear Estimation and General Gauss-Markov Theorem in Linear Models with Arbitrary Nonnegative Covariance Structure
• Title not available (Why is that?)
• The general Gauss-Markov model with possibly singular dispersion matrix
• Title not available (Why is that?)
• Unbiased and minimum-variance unbiased estimation of estimable functions for fixed linear models with arbitrary covariance structure
• Goodness-of-Fit Tests for Parametric Regression Models
• Some further remarks on the singular linear model
• Exact Linear Restrictions on Parameters in the General Linear Model with a Singular Covariance Matrix

Cited In (4)

• Perfect linear models and perfect parametric functions
• Correct parametrizations of linear models
• Disjoint sections of positive semidefinite matrices and their applications in linear statistical models
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