The Gauss–Markov Theorem for Regression Models with Possibly Singular Covariances

DOI10.1137/0124019MaRDI QIDQ5664702zbMATH OpenOpenAlexFDO

Authors Arthur Albert

Publication date 1973

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0124019

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cited in

(12)

• Linear Prediction Sufficiency for New Observations in the General Gauss–Markov Model
• Simple least squares estimation versus best linear unbiased prediction
• Some further remarks on the singular linear model
• Some decompositions of OLSEs and BLUEs under a partitioned linear model
• A complete sufficient statistic for the linear model under normality and a singular covariance matrix
• Extending some results and proofs for the singular linear model
• Optimal unbiased linear sensor fusion over multiple lossy channels with collective observability
• A Useful Matrix Decomposition and Its Statistical Applications in Linear Regression
• Comparing the BLUEs under two linear models
• Equality of two blues and ridge-type estimates
• More on BLU estimation in regression models with possibly singular covariances
• Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal

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