Fundamental equations of BLUE and BLUP in the multivariate linear model with applications
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Publication:5299084
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Cites work
- An extension of a rank criterion for the least squares estimator to be the best linear unbiased estimator
- Comparison of linear restricted models with respect to the validity of admissible and linearly sufficient estimators
- Fixed rank solutions of the matrix equation with statistical applications
- Least squares in general vector spaces revisited.
- Linear Prediction Sufficiency for New Observations in the General Gauss–Markov Model
- Linear sufficiency and admissibility in restricted linear models
- Linear sufficiency with respect to a given vector of parametric functions
- Linear transformations preserving best linear unbiased estimators in a general Gauss-Markoff model
- More on extremal ranks of the matrix expressions \(A-BX \pm X^{*}B^{*}\) with statistical applications
- On Sum Decompositions of Weighted Least-Squares Estimators for the Partitioned Linear Model
- On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model
- On the equivalence of estimations under a general linear model and its transformed models
- Prediction and the efficiency of least squares
- Sufficiency and completeness in the linear model
- Sufficient and admissible estimators in general multivariate linear model
- Two matrix-based proofs that the linear estimator \(G y\) is the best linear unbiased estimator
Cited in
(5)- A BLUE decomposition in the general linear regression model
- Revisiting the BLUE in a Linear Model via Proper Eigenvectors
- Equalities between OLSE, BLUE and BLUP in the linear model
- On simultaneous prediction in a multivariate general linear model with future observations
- Updating equations of linear models with dependent errors
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