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

DOI10.1016/J.JMVA.2005.07.001MaRDI QIDQ2489770zbMATH OpenOpenAlexFDO

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

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)

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• 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
• The inefficiency of least squares: Extensions of the Kantorovich inequality
• Unified theory of least squares

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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