Mean driven balance and uniformly best linear unbiased estimators

DOI10.1007/S00362-014-0638-YzbMATH Open1364.62183OpenAlexW1971419642MaRDI QIDQ259657FDOQ259657

João Tiago Mexia, Roman Zmyślony, Francisco Carvalho, Inês J. Sequeira

Publication date: 18 March 2016

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-014-0638-y

zbMATH Keywords

Kruskal conditionOLSEorthogonal block structure modelsUBLUE

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
• The analysis of randomized experiments with orthogonal block structure. I. Block structure and the null analysis of variance
• A note on the equality of the OLSE and the BLUE of the parametric function in the general Gauss-Markov model
• Sufficent conditions for orthogonal designs in mixed linear models
• A final twist on the equality of OLS and GLS
• Another twist on the equality of OLS and GLS
• Block designs: a randomization approach. Vol. 2: Design
• Algebraic structure of step nesting designs
• When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach
• The equality of OLS and GLS estimators in the linear regression model when the disturbances are spatially correlated

This page was built for publication: Mean driven balance and uniformly best linear unbiased estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q259657)