A projector oriented approach to the best linear unbiased estimator

DOI10.1007/s00362-009-0252-6zbMath1247.62165OpenAlexW2093597903MaRDI QIDQ451313

Götz Trenkler, Oskar Maria Baksalary

Publication date: 23 September 2012

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

Full work available at URL: https://doi.org/10.1007/s00362-009-0252-6

zbMATH Keywords

oblique projectorordinary least squares estimatorgeneralized projection operatorgeneral Gauss-Markov model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Matrix equations and identities (15A24)

Related Items (11)

Comparing the BLUEs Under Two Linear Models ⋮ Let us do the twist again ⋮ On formulae for the Moore-Penrose inverse of a columnwise partitioned matrix ⋮ Some notes on linear sufficiency ⋮ On the BLUEs in Two Linear Models via C. R. Rao's Pandora's Box ⋮ All about the \(\bot\) with its applications in the linear statistical models ⋮ On disjoint range matrices ⋮ Some Properties of Linear Prediction Sufficiency in the Linear Model ⋮ BETWEEN OLSE AND BLUE ⋮ Equalities between OLSE, BLUE and BLUP in the linear model ⋮ Covariance structure associated with an equality between two general ridge estimators

Cites Work

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• Functions of orthogonal projectors involving the Moore-Penrose inverse
• General definition and decomposition of projectors and some applications to statistical problems
• Generalized inverses. Theory and applications.
• The general Gauss-Markov model with possibly singular dispersion matrix
• Constructing projections on sums and intersections
• Projectors and linear estimation in general linear models
• Solutions of the Matrix Equation $XAX = X$, and Relations between Oblique and Orthogonal Projectors
• Linear Statistical Inference and its Applications
• Rank equalities for idempotent and involutory matrices

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