New insights into best linear unbiased estimation and the optimality of least-squares

DOI10.1016/j.jmva.2005.07.001zbMath1085.62067OpenAlexW1982187954MaRDI QIDQ2489770

Mario Faliva, Maria Grazia Zoia

Publication date: 28 April 2006

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.07.001

zbMATH Keywords

BLUEclosed-formsNonsphericalnessOLS optimality

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Theory of matrix inversion and generalized inverses (15A09) Matrix equations and identities (15A24)

Cites Work

• The inefficiency of least squares: Extensions of the Kantorovich inequality
• Hermitian and Nonnegative Definite Solutions of Linear Matrix Equations
• ON A PARTITIONED INVERSION FORMULA HAVING USEFUL APPLICATIONS IN ECONOMETRICS
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
• Unified theory of least squares
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