On Best Linear Estimation and General Gauss-Markov Theorem in Linear Models with Arbitrary Nonnegative Covariance Structure

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Some further results related to reduced singular linear models
Characterization of the multivariate Gauss-Markoff model with singular covariance matrix and missing values
Linear prediction sufficiency in the misspecified linear model
Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal
On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model
Perfect linear models and perfect parametric functions
Gauss-Markov and weighted least-squares estimation under a general growth curve model
A complete sufficient statistic for the linear model under normality and a singular covariance matrix
Projectors and linear estimation in general linear models
A new approach to the concept of a strong unified-least-squares matrix
Bounds for the trace of the difference of the covariance matrices of the OLSE and BLUE
The applicability of ordinary least squares to consistently short distances between taxa in phylogenetic tree construction and the normal distribution test consequences
Estimation From Transformed Data Under the Linear Regression Model
Linear models that allow perfect estimation
Projector operators in the multivariate Zyskind-Martin model
The general linear model of the generalized singular value decomposition
Two matrix-based proofs that the linear estimator \(G y\) is the best linear unbiased estimator
The general Gauss-Markov model with possibly singular dispersion matrix
Estimation of regression vectors in linear mixed models with Dirichlet process random effects
Some further remarks on the singular linear model
Löwner-ordering antitonicity of generalized inverses of Hermitian matrices
The efficiency comparisons between OLSE and BLUE in a singular linear model
Further remarks on permissible covariance structures for simultaneous retention of BLUEs in linear models
Determinaciones de B.L.U.E’s. de ey en el Modelo I (ey=XΘ, Cov Y=Q) segun las situaciones relativas de los subespacios Im x, Im Q Y Ker Q, para Q singular
A Useful Matrix Decomposition and Its Statistical Applications in Linear Regression
Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations
On the convergence of an iterative method for the computation of generalized inverse and associated projections †
All about the \(\bot\) with its applications in the linear statistical models
Estimation of missing values in the general gauss-maekoff model
Another look at the naive estimator in a regression model
Some further remarks on the linear sufficiency in the linear model
Projections under seminorms and generalized Moore Penrose inverses
On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing
THREE RANK FORMULAS ASSOCIATED WITH THE COVARIANCE MATRICES OF THE BLUE AND THE OLSE IN THE GENERAL LINEAR MODEL
Multi-output multilevel best linear unbiased estimators via semidefinite programming
Additional variables and adjusted estimates with arbitrary known variance-covariance structure
A property of partitioned generalized regression

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