Two local operators and the BLUE

DOI10.1016/J.LAA.2005.10.021MaRDI QIDQ2497950zbMATH OpenOpenAlexFDO

Authors Radosław Kala, Pawel R. Pordzik

Publication date 4 August 2006

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2005.10.021

zbMATH Keywords

best linear unbiased estimationgeneral Gauss-Markov modellocal idempotentlocal identityoblique projectorsymmetrizer

Mathematics Subject Classification ID

Matrix equations and identities (15A24)

Review text

The purpose of this note is to establish some basic properties of local operators such as a local identity and a local idempotent. In addition, their relations to the best linear unbiased estimation (BLUE) in the general Gauss-Markov model are also presented.

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Cites work

• An Extension of the Generalized Inverse of a Matrix
• scientific article; zbMATH DE number 3456346 (Why is no real title available?)
• scientific article; zbMATH DE number 1250544 (Why is no real title available?)
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• Linear models. An integrated approach
• Relationships Between Some Representations of the Best Linear Unbiased Estimator in the General Gauss–Markoff Model
• Symmetrizers of matrices
• The matrix inequality \(M \leq B^*MB\)
• Two matrix-based proofs that the linear estimator G y is the best linear unbiased estimator

Cited in

(1)

• Between OLSE and BLUE

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