scientific article; zbMATH DE number 3341781
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(63)- Linear sufficiency and completeness in the context of estimating the parametric function in the general Gauss-Markov model
- On the equivalence of estimations under a general linear model and its transformed models
- A note on the equality of the OLSE and the BLUE of the parametric function in the general Gauss-Markov model
- The nonnegative MINQUE estimate
- A matrix inequality and admissibility of linear estimators with respect to the mean square error matrix criterion
- A note on least squares estimation and the blue in a generalized linear regression model
- Statistical estimation by a linear combination of two given statistics
- The fundamental aspects of the admissibility in the quadratic approximation of linear mappings
- Least squares in general vector spaces revisited.
- Some overall properties of seemingly unrelated regression models
- On decompositions of estimators under a general linear model with partial parameter restrictions
- Free-coordinate estimation for doubly multivariate data
- Upper bounds for the Euclidean distances between the BLUPs
- Sufficiency and completeness in the linear model
- Lineare Modelle und Hochrechnung von Wahlergebnissen
- An elementary development of the equation characterizing best linear unbiased estimators
- A new approach to the concept of a strong unified-least-squares matrix
- The general Gauss-Markov model with possibly singular dispersion matrix
- On the notion of orthogonal projection in a semi-Euclidean space
- Some further remarks on the singular linear model
- On the existence of the Gauss-Markov estimators in linear mixed models
- Some properties of linear sufficiency and the BLUPs in the linear mixed model
- Establishing equalities of OLSEs and BLUEs under seemingly unrelated regression models
- Some remarks on general linear model with new regressors
- Some equalities and inequalities for covariance matrices of estimators under linear model
- Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure
- Minimum variance quadratic unbiased estimation of variance components
- On the equality of estimators under a general partitioned linear model with parameter restrictions
- On BLU-estimation with data of different periodicity
- Statistical analysis of a linear regression model with restrictions and superfluous variables
- On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model
- On decompositions of BLUEs under a partitioned linear model with restrictions
- Comparing the BLUEs under two linear models
- Orthogonality and linear sufficiency in partitioned and reduced linear models
- Some further aspects of the löwner-ordering antitonicity of the moore-penrose inverse
- A Useful Matrix Decomposition and Its Statistical Applications in Linear Regression
- Consistent directions for least-squares estimates
- 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
- Caracterizacion de los B.L.I.M.B.E.’s de Θ en el modelo I (EY=XΘ, Cov Y=Q) Desde la aproximacion libre de coordenadas
- Estimadores blimbe’s en el modelo lineal. Una generalizacion de los BLUE’s
- On relations between BLUEs under two transformed linear models
- Some further remarks on the linear sufficiency in the linear model
- A comparison between two competing fixed parameter constrained general linear models with new regressors
- Application of Jordan algebra for testing hypotheses about structure of mean vector in model with block compound symmetric covariance structure
- Some Properties of Linear Prediction Sufficiency in the Linear Model
- Generalized inverses of matrices: a perspective of the work of Penrose
- On Admissibility of Linear Estimators with Respect to the Mean Square Error Matrix Criterion Under the General Mixed Linear Model
- A matrix approach to a general partitioned linear model with partial parameter restrictions
- Rank and inertia formulas for covariance matrices of BLUPs in general linear mixed models
- On comparison of dispersion matrices of estimators under a constrained linear model
- On equalities of BLUEs for a multiple restricted partitioned linear model
- On the best linear unbiased estimator and the linear sufficiency of a general growth curve model
- Linear Prediction Sufficiency for New Observations in the General Gauss–Markov Model
- Statistical inference of a partitioned linear random-effects model
- On equalities of estimations of parametric functions under a general linear model and its restricted models
- Further remarks on constrained over-parameterized linear models
- Equivalence analysis on BLUEs of partial parametric functions under a two-stage linear model
- Spectrum and trace invariance criterion and its statistical applications
- General linear mixed model and signal extraction problem with constraint
- Equalities for estimators of partial parameters under linear model with restrictions
- Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
- Characterizations of the best linear unbiased estimator in the general Gauss-Markov model with the use of matrix partial orderings
- Perfect linear models and perfect parametric functions
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