On Best Linear Estimation and General Gauss-Markov Theorem in Linear Models with Arbitrary Nonnegative Covariance Structure
From MaRDI portal
Publication:5588985
DOI10.1137/0117110zbMath0193.47301MaRDI 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
Some further results related to reduced singular linear models, Estimation From Transformed Data Under the Linear Regression Model, On the convergence of an iterative method for the computation of generalized inverse and associated projections †, THREE RANK FORMULAS ASSOCIATED WITH THE COVARIANCE MATRICES OF THE BLUE AND THE OLSE IN THE GENERAL LINEAR MODEL, Löwner-ordering antitonicity of generalized inverses of Hermitian matrices, Perfect linear models and perfect parametric functions, The general linear model of the generalized singular value decomposition, Bounds for the trace of the difference of the covariance matrices of the OLSE and BLUE, Projections under seminorms and generalized Moore Penrose inverses, Another look at the naive estimator in a regression model, 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 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 singular linear model, Characterization of the multivariate Gauss-Markoff model with singular covariance matrix and missing values, A property of partitioned generalized regression, Projector operators in the multivariate Zyskind-Martin model, Estimation of missing values in the general gauss-maekoff model, Additional variables and adjusted estimates with arbitrary known variance-covariance structure, 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, Projectors and linear estimation in general linear models, A complete sufficient statistic for the linear model under normality and a singular covariance matrix
