scientific article; zbMATH DE number 3934245

MaRDI QIDQ3706358zbMATH OpenFDO

Authors Takeaki Kariya, Yasuyuki Toyooka

Publication date 1985

zbMATH Keywords

estimated covariance matrixgeneralized least squares estimator (GLSE)nonlinear versions of the Gauss-Markov theoremprediction

Mathematics Subject Classification ID

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

Recommendations

• A Nonlinear Version of the Gauss-Markov Theorem
• scientific article; zbMATH DE number 4028658
• A maximal extension of the Gauss-Markov theorem and its nonlinear version.
• Extended Gauss-Markov theorem for nonparametric mixed-effects models
• scientific article; zbMATH DE number 4062399

Cited in

(15)

• Second-order risk comparison of SLSE with GLSE and MLE in a regression with serial correlation
• A characterization of spherical distributions
• Bounds for normal approximations to the distributions of generalized least squares predictors and estimators
• Least upper bound for the covariance matrix of a generalized least squares estimator in regression with applications to a seemingly unrelated regression model and a heteroscedastic model
• A maximal extension of the Gauss-Markov theorem and its nonlinear version.
• Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression
• Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix
• scientific article; zbMATH DE number 3870421 (Why is no real title available?)
• A Nonlinear Version of the Gauss-Markov Theorem
• scientific article; zbMATH DE number 4028658 (Why is no real title available?)
• scientific article; zbMATH DE number 4062399 (Why is no real title available?)
• A theorem on the covariance matrix of a generalized least squares estimator under an elliptically symmetric error
• scientific article; zbMATH DE number 1552156 (Why is no real title available?)
• Extended Gauss-Markov theorem for nonparametric mixed-effects models
• From equivalent linear equations to Gauss-Markov theorem

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3706358)