On the natural restrictions in the singular Gauss-Markov model

DOI10.1007/s00362-006-0032-5zbMath1148.62053OpenAlexW2088606685MaRDI QIDQ946268

M. Beisiegel, Yongge Tian, E. Dagenais, Christopher R. Haines

Publication date: 22 September 2008

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-006-0032-5

zbMATH Keywords

BLUEOLSEGauss-Markov modelmatrix rank methodestimability of parametric functionsexplicit restrictionnatural restrictionunbiasedness of linear estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)

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Cites Work

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• The general Gauss-Markov model with possibly singular dispersion matrix
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