Estimation-Equivalent Covariance Structures for the Least Squares and Minque Estimators of the Linear Model Variance
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Publication:4678840
DOI10.1081/STA-200052096zbMath1123.62039MaRDI QIDQ4678840
Stephen M. Scariano, C. R. Hallum, Dean M. Young
Publication date: 23 May 2005
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
62H05: Characterization and structure theory for multivariate probability distributions; copulas
Cites Work
- A note on equality of MINQUE and simple estimator in the general Gauss-Markov model
- Nonnegative-definite and positive-definite solutions to the matrix equation \(\mathbb{A}\times\mathbb{A}^*=\mathbb{B}\) -- revisited
- Nonnegative definite and positive definite solutions to the matrix equationAXA*=B
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