Some decompositions of OLSEs and BLUEs under a partitioned linear model

DOI10.1111/J.1751-5823.2007.00018.XMaRDI QIDQ6574263FDOQ6574263

Yongge Tian

Publication date: 18 July 2024

Published in: International Statistical Review (Search for Journal in Brave)

zbMATH Keywords

best linear unbiased estimator (BLUE)partitioned linear modeldecomposition of estimatorsmall modelrank formulas for partitioned matriceselementary block matrix operations (EBMOs)ordinary least squares estimator (OLSE)

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Multivariate analysis (62Hxx) Basic linear algebra (15Axx)

Cites Work

• On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model
• General definition and decomposition of projectors and some applications to statistical problems
• Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
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• A property of partitioned generalized regression
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• The maximal and minimal ranks of \(A - BXC\) with applications
• The maximal and minimal ranks of some expressions of generalized inverses of matrices
• Cochran's statistical theorem revisited
• THREE RANK FORMULAS ASSOCIATED WITH THE COVARIANCE MATRICES OF THE BLUE AND THE OLSE IN THE GENERAL LINEAR MODEL
• PARTIALLY SUPERFLUOUS OBSERVATIONS
• Cochran's statistical theorem for outer inverses of matrices and matrix quadratic forms
• The Gauss–Markov Theorem for Regression Models with Possibly Singular Covariances

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