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

DOI10.1137/0124019zbMATH Open0251.62048OpenAlexW1984269500MaRDI QIDQ5664702FDOQ5664702

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 decompositions of OLSEs and BLUEs under a partitioned linear model
• Some further remarks on the singular 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

This page was built for publication: The Gauss–Markov Theorem for Regression Models with Possibly Singular Covariances

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5664702)