Pages that link to "Item:Q1884787"
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The following pages link to The general Gauss-Markov model with possibly singular dispersion matrix (Q1884787):
Displaying 33 items.
- Let us do the twist again (Q379946) (← links)
- The efficiency comparisons between OLSE and BLUE in a singular linear model (Q389161) (← links)
- A projector oriented approach to the best linear unbiased estimator (Q451313) (← links)
- On the Gauss-Helmert model with a singular dispersion matrix where \(BQ\) is of smaller rank than \(B\) (Q491072) (← links)
- Some notes on linear sufficiency (Q513677) (← links)
- On the weighted least-squares, the ordinary least-squares and the best linear unbiased estimators under a restricted growth curve model (Q744758) (← links)
- Equalities between OLSE, BLUE and BLUP in the linear model (Q744777) (← links)
- Covariance structure associated with an equality between two general ridge estimators (Q779685) (← links)
- Further remarks on the connection between fixed linear model and mixed linear model (Q894878) (← links)
- Equalities of various estimators in the general growth curve model and the restricted growth curve model (Q900770) (← links)
- On the natural restrictions in the singular Gauss-Markov model (Q946268) (← links)
- Linear sufficiency and completeness in the context of estimating the parametric function in the general Gauss-Markov model (Q1007452) (← links)
- On consistency, natural restrictions and estimability under classical and extended growth curve models (Q1015894) (← links)
- The general linear model of the generalized singular value decomposition (Q1072313) (← links)
- More on BLU estimation in regression models with possibly singular covariances (Q1083808) (← links)
- Some overall properties of seemingly unrelated regression models (Q1621665) (← links)
- Upper bounds for the Euclidean distances between the BLUPs (Q1792437) (← links)
- Some further remarks on the singular linear model (Q1914236) (← links)
- Matrix Euclidean norm Wielandt inequalities and their applications to statistics (Q1926081) (← links)
- Characterization of the multivariate Gauss-Markoff model with singular covariance matrix and missing values (Q1978994) (← links)
- All about the \(\bot\) with its applications in the linear statistical models (Q2257464) (← links)
- Linear models that allow perfect estimation (Q2392705) (← links)
- Matrix spectral norm Wielandt inequalities with statistical applications (Q2405597) (← links)
- On a problem with singularity in comparison of linear experiments (Q2431590) (← links)
- The link between the mixed and fixed linear models revisited (Q2516628) (← links)
- Between OLSE and BLUE (Q2802757) (← links)
- Orthogonality and Linear Sufficiency in Partitioned and Reduced Linear Models (Q3007855) (← links)
- Some Further Remarks on the Linear Sufficiency in the Linear Model (Q4554536) (← links)
- ON EQUALITIES OF BLUES FOR A MULTIPLE RESTRICTED PARTITIONED LINEAR MODEL (Q5148034) (← links)
- Inference on parameters in a linear model: A review of recent results (Q5185853) (← links)
- Linear Prediction Sufficiency for New Observations in the General Gauss–Markov Model (Q5484682) (← links)
- Multi-output multilevel best linear unbiased estimators via semidefinite programming (Q6099233) (← links)
- Some additional remarks on statistical properties of Cohen's \(d\) in the presence of covariates (Q6581364) (← links)
