Characterizations of the best linear unbiased estimator in the general Gauss-Markov model with the use of matrix partial orderings

DOI10.1016/0024-3795(90)90349-HzbMATH Open0695.62152MaRDI QIDQ910132FDOQ910132

Simo Puntanen, Jerzy K. Baksalary

Publication date: 1990

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Recommendations

• An elementary development of the equation characterizing best linear unbiased estimators
• On equality of ordinary least squares estimator, best linear unbiased estimator and best linear unbiased predictor in the general linear model
• The equality of linear transforms of the ordinary least squares estimator and the best linear unbiased estimator
• On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model
• scientific article

zbMATH Keywords

ordinary least squaresmatrix partial orderingsGauss-Markov modelLoewner orderingdispersion matrixbest linear unbiased estimatorsnew characterizations of BLUErank-subtractivity partial orderings

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ordered structures (06F99)

Cites Work

• Title not available (Why is that?)
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
• Inequalities: theory of majorization and its applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• On some characterizations of the star partial ordering for matrices and rank subtractivity
• An extension of a rank criterion for the least squares estimator to be the best linear unbiased estimator
• Characterizations of estimability in the general linear model
• Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Inheriting independence and chi-squaredness under certain matrix orderings
• The minus partial order and the shorted matrix
• Some properties of matrix partial orderings
• Title not available (Why is that?)
• Prior Information on the Coefficients when the Disturbance Covariance Matrix is Unknown
• Title not available (Why is that?)
• Linear Spaces and Minimum Variance Unbiased Estimation
• The rank of a difference of matrices and associated generalized inverses
• A relationship between the star and minus orderings
• The matrix inequality \(M \leq B^*MB\)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Categorical information and the singular linear model
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (21)

• Optimality of BLUE's in a general linear model with incorrect design matrix
• Automorphisms of \(M_{n}\), partially ordered by rank subtractivity ordering
• On generalized-Drazin inverses and GD-star matrices
• On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model
• Local improvement of best linear unbiased estimation and admissibility under the weakly singular gauss-markov model
• Two matrix-based proofs that the linear estimator \(G y\) is the best linear unbiased estimator
• Preservers of partial orders on the set of all variance-covariance matrices
• An elementary development of the equation characterizing best linear unbiased estimators
• On the equality of estimators under a general partitioned linear model with parameter restrictions
• The star partial order and the eigenprojection at 0 on EP matrices
• Solutions of minus partial ordering equations over von Neumann regular rings
• Ordering of transformed recorded electroencephalography (EEG) signals by a novel precede operator
• Best affine unbiased representations of the fully restricted general Gauss--Markov model
• Title not available (Why is that?)
• Two local operators and the BLUE
• Idempotent Boolean matrices and majorization
• THREE RANK FORMULAS ASSOCIATED WITH THE COVARIANCE MATRICES OF THE BLUE AND THE OLSE IN THE GENERAL LINEAR MODEL
• Ordered matrices with nonnegative group projector
• Matrix rank and inertia formulas in the analysis of general linear models
• On a partial order defined by the weighted Moore-Penrose inverse
• Some further matrix extensions of the Cauchy-Schwarz and Kantorovich inequalities, with some statistical applications

This page was built for publication: Characterizations of the best linear unbiased estimator in the general Gauss-Markov model with the use of matrix partial orderings

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q910132)