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

DOI10.1016/J.JMVA.2005.07.001zbMATH Open1085.62067OpenAlexW1982187954MaRDI QIDQ2489770FDOQ2489770

Authors: 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

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zbMATH Keywords

BLUEclosed-formsNonsphericalnessOLS optimality

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (5)

• The BLUE's covariance matrix revisited: A review
• Best linear estimation via minimization of relative mean squared error
• An elementary development of the equation characterizing best linear unbiased estimators
• Study of a bias-free least squares parameter estimator
• A projector oriented approach to the best linear unbiased estimator

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