A complete sufficient statistic for the linear model under normality and a singular covariance matrix

DOI10.1080/03610927808827728zbMath0394.62005OpenAlexW2057496018MaRDI QIDQ4176812

Justus F. Seely

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1080/03610927808827728

zbMATH Keywords

RegressionMaximum LikelihoodBlueComplete Sufficient StatisticG-Inverse MatrixGauss-Markov EstimatorUmvue

Mathematics Subject Classification ID

Sufficient statistics and fields (62B05)

Related Items (2)

Comparing Normal Linear Experiments and Transformation of Observations * ⋮ Sufficiency and completeness in the linear model

Cites Work

• Unnamed Item
• Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
• Weak generalized inverses and minimum variance linear unbiased estimation
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
• On Best Linear Estimation and General Gauss-Markov Theorem in Linear Models with Arbitrary Nonnegative Covariance Structure
• The Gauss–Markov Theorem for Regression Models with Possibly Singular Covariances

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