Pages that link to "Item:Q5664702"
From MaRDI portal
The following pages link to The Gauss–Markov Theorem for Regression Models with Possibly Singular Covariances (Q5664702):
Displaying 12 items.
- More on BLU estimation in regression models with possibly singular covariances (Q1083808) (← links)
- Simple least squares estimation versus best linear unbiased prediction (Q1159932) (← links)
- Extending some results and proofs for the singular linear model (Q1338496) (← links)
- Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal (Q1582660) (← links)
- Some further remarks on the singular linear model (Q1914236) (← links)
- Optimal unbiased linear sensor fusion over multiple lossy channels with collective observability (Q2021319) (← links)
- Comparing the BLUEs Under Two Linear Models (Q2920045) (← links)
- A Useful Matrix Decomposition and Its Statistical Applications in Linear Regression (Q3634548) (← links)
- Equality of two blues and ridge-type estimates (Q4139511) (← links)
- A complete sufficient statistic for the linear model under normality and a singular covariance matrix (Q4176812) (← links)
- Linear Prediction Sufficiency for New Observations in the General Gauss–Markov Model (Q5484682) (← links)
- Some decompositions of OLSEs and BLUEs under a partitioned linear model (Q6574263) (← links)
