A note on the characterization of the general nonnegative-definite covariance structure for the equality of the BLU and OLS estimators

zbMATH Open1378.15004MaRDI QIDQ4590830FDOQ4590830

Authors: Phil D. Young, Dean M. Young 

Publication date: 20 November 2017

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zbMATH Keywords

ordinary least squares estimatorGauss-Markov estimatorMoore-Penrose pseudoinverseestimation equivalent covariance structure

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Analysis of variance and covariance (ANOVA) (62J10) Theory of matrix inversion and generalized inverses (15A09) Matrix equations and identities (15A24)

Cited In (4)

• Bounds for the trace of the difference of the covariance matrices of the OLSE and BLUE
• A note on the equality of the OLSE and the BLUE of the parametric function in the general Gauss-Markov model
• An identity for reflexive g-inverses in the context with BLU estimators
• Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal

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