On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model
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Publication:2494883
DOI10.1016/j.spl.2006.01.005zbMath1123.62038OpenAlexW2148124198MaRDI QIDQ2494883
Publication date: 30 June 2006
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2006.01.005
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Matrix equations and identities (15A24)
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Cites Work
- Projections under seminorms and generalized Moore Penrose inverses
- The maximal and minimal ranks of \(A - BXC\) with applications
- Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal
- The maximal and minimal ranks of some expressions of generalized inverses of matrices
- Linear Estimation with an Incorrect Dispersion Matrix in Linear Models with a Common Linear Part
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