The Gauss–Markov Theorem for Regression Models with Possibly Singular Covariances
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Publication:5664702
DOI10.1137/0124019zbMath0251.62048OpenAlexW1984269500MaRDI QIDQ5664702
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
Related Items (11)
More on BLU estimation in regression models with possibly singular covariances ⋮ Extending some results and proofs for the singular linear model ⋮ Comparing the BLUEs Under Two Linear Models ⋮ Some further remarks on the singular linear model ⋮ Simple least squares estimation versus best linear unbiased prediction ⋮ Equality of two blues and ridge-type estimates ⋮ Optimal unbiased linear sensor fusion over multiple lossy channels with collective observability ⋮ 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 ⋮ Linear Prediction Sufficiency for New Observations in the General Gauss–Markov Model ⋮ Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal
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