scientific article; zbMATH DE number 3313896
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Publication:5594239
zbMATH Open0197.15802MaRDI QIDQ5594239FDOQ5594239
Authors: C. R. Rao 
Publication date: 1968
Title of this publication is not available (Why is that?)
Cited In (19)
- Perfect linear models and perfect parametric functions
- Optimality of BLUE's in a general linear model with incorrect design matrix
- An alternative form of the Watson efficiency
- Changes in the general linear model: A unified approach
- The general Gauss-Markov model with possibly singular dispersion matrix
- Positive semidefiniteness of estimated covariance matrices in linear models for sample survey data
- All about the \(\bot\) with its applications in the linear statistical models
- A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers
- On a partitioned linear model and some associated reduced models
- Existence of the uniformly minimum risk unbiased estimator in seemingly unrelated regression system
- Linear models that allow perfect estimation
- Data cloning: data visualisation, smoothing, confidentiality, and encryption
- Characterizations and dispersion-matrix robustness of efficiently estimable parametric functionals in linear models with nuisance parameters
- Effect of deleting an observation on the equality of the OLSE and BLUE
- Best linear unbiased estimation for varying probability with and without replacement sampling
- Optimality of least squares in the seemingly unrelated regression equation model
- A random coefficient approach to seasonal adjustment of economic time series
- Further remarks on permissible covariance structures for simultaneous retention of BLUEs in linear models
- Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal
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