On Best Linear Estimation and General Gauss-Markov Theorem in Linear Models with Arbitrary Nonnegative Covariance Structure
From MaRDI portal
Publication:5588985
DOI10.1137/0117110zbMath0193.47301OpenAlexW2088083065MaRDI QIDQ5588985
Publication date: 1969
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0117110
Related Items
On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model ⋮ A new approach to the concept of a strong unified-least-squares matrix ⋮ The general Gauss-Markov model with possibly singular dispersion matrix ⋮ Some Further Remarks on the Linear Sufficiency in the Linear Model ⋮ Linear models that allow perfect estimation ⋮ Estimation of missing values in the general gauss-maekoff model ⋮ Linear prediction sufficiency in the misspecified linear model ⋮ Some further remarks on the singular linear model ⋮ The efficiency comparisons between OLSE and BLUE in a singular linear model ⋮ Multi-output multilevel best linear unbiased estimators via semidefinite programming ⋮ On the convergence of an iterative method for the computation of generalized inverse and associated projections † ⋮ Some further results related to reduced singular linear models ⋮ Löwner-ordering antitonicity of generalized inverses of Hermitian matrices ⋮ Estimation From Transformed Data Under the Linear Regression Model ⋮ Additional variables and adjusted estimates with arbitrary known variance-covariance structure ⋮ 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 ⋮ Characterization of the multivariate Gauss-Markoff model with singular covariance matrix and missing values ⋮ Estimation of regression vectors in linear mixed models with Dirichlet process random effects ⋮ Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations ⋮ Bounds for the trace of the difference of the covariance matrices of the OLSE and BLUE ⋮ Perfect linear models and perfect parametric functions ⋮ All about the \(\bot\) with its applications in the linear statistical models ⋮ Projections under seminorms and generalized Moore Penrose inverses ⋮ Projector operators in the multivariate Zyskind-Martin model ⋮ 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 complete sufficient statistic for the linear model under normality and a singular covariance matrix ⋮ A Useful Matrix Decomposition and Its Statistical Applications in Linear Regression ⋮ The applicability of ordinary least squares to consistently short distances between taxa in phylogenetic tree construction and the normal distribution test consequences ⋮ Projectors and linear estimation in general linear models ⋮ Two matrix-based proofs that the linear estimator \(G y\) is the best linear unbiased estimator ⋮ Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal ⋮ Gauss-Markov and weighted least-squares estimation under a general growth curve model ⋮ A property of partitioned generalized regression ⋮ The general linear model of the generalized singular value decomposition ⋮ Another look at the naive estimator in a regression model