Pages that link to "Item:Q5532849"

The following pages link to A Necessary and Sufficient Condition that Ordinary Least-Squares Estimators be Best Linear Unbiased (Q5532849):

Displaying 26 items.

• On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model (Q273789) (← links)
• Difference-based variance estimation in nonparametric regression with repeated measurement data (Q496469) (← links)
• Matrix rank and inertia formulas in the analysis of general linear models (Q520137) (← links)
• On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing (Q652595) (← links)
• Equalities between OLSE, BLUE and BLUP in the linear model (Q744777) (← links)
• Analysis of repeated measures under unequal variances (Q873616) (← links)
• Characterization of invariant spaces under a symmetric real matrix and its permutations (Q923655) (← links)
• A characterization of the normal distribution by sufficiency of the least squares estimation (Q1101151) (← links)
• Unbiased prediction in linear regression models with equi-correlated responses (Q1383251) (← links)
• Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal (Q1582660) (← links)
• Weighted least squares estimation of the linear probability model, revisited (Q1676652) (← links)
• Discontinuous versus smooth regression (Q1807167) (← links)
• Using randomization test when errors are unequally correlated (Q1896058) (← links)
• Bayesian analysis of nonlinear regression with equicorrelated elliptical errors (Q1969425) (← links)
• Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors (Q1975346) (← links)
• Optimal variance estimation based on lagged second-order difference in nonparametric regression (Q2403403) (← links)
• Optimal variance estimation without estimating the mean function (Q2435225) (← links)
• Straight-line models in star-shaped mixtures (Q2564976) (← links)
• Stepwise Regression in Mixed Quantitative Linear Models with Autocorrelated Errors (Q3378025) (← links)
• A generalization of the alias matrix (Q3592572) (← links)
• On weak consistency in linear models with equi-correlated random errors (Q4451265) (← links)
• To be or not to be valid in testing the significance of the slope in simple quantitative linear models with autocorrelated errors (Q4706129) (← links)
• Testing discontinuities in nonparametric regression (Q5139003) (← links)
• A Note on Sufficient Conditions for Valid Unmodified<i>t</i>Testing in Correlation Analysis with Autocorrelated and Heteroscedastic Sample Data (Q5450540) (← links)
• Mixed linear regression with equi-cross-correlated errors. (Q5956466) (← links)
• Equivariant variance estimation for multiple change-point model (Q6184930) (← links)