Equality of two blues and ridge-type estimates

DOI10.1080/03610927708827518MaRDI QIDQ4139511zbMATH OpenOpenAlexFDO

Authors Friedrich Pukelsheim

Publication date 1977

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610927708827518

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Matrix equations and identities (15A24)

Cites work

• scientific article; zbMATH DE number 3506055 (Why is no real title available?)
• Choosing shrinkage estimators for regression problems
• Estimating variance components in linear models
• Linear Statistical Inference and its Applications
• The Gauss–Markov Theorem for Regression Models with Possibly Singular Covariances

Cited in

(2)

• More on BLU estimation in regression models with possibly singular covariances
• Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal

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