Weak generalized inverses and minimum variance linear unbiased estimation

DOI10.6028/JRES.068B.021MaRDI QIDQ5334685zbMATH OpenFDO

Authors A. J. Goldman, Marvin Zelen

Publication date 1964

Published in Journal of Research of the National Bureau of Standards Section B Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.6028/JRES.068B.021

zbMATH Keywords

statistics

Cited in

(18)

• On the symmetric solutions of a linear matrix equation
• Generalized inverses of morphisms with kernels
• On the characterization of generalized inverses by bordered matrices
• Diagonalization, rank calculation and generalized inverses of rational matrices
• Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
• Bordering method to compute core-EP inverse
• The general Gauss-Markov model with possibly singular dispersion matrix
• On bordering of regular matrices
• Some further remarks on the singular linear model
• Existence and uniqueness of weighted normal pseudosolutions
• Subclasses of generalized inverses of matrices
• Weighted Generalized Inverses, Oblique Projections, and Least-Squares Problems
• A determinant for rectangular matrices
• Projectors and linear estimation in general linear models
• A complete sufficient statistic for the linear model under normality and a singular covariance matrix
• Generalized inverses of matrices: a perspective of the work of Penrose
• Generalized inverse and its applications in classical normal multivariate regression theory
• How data or error covariance can change and still retain BLUEs as well as their covariance or the sum of squares of errors

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