The BLUE's covariance matrix revisited: A review (Q928907)

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scientific article; zbMATH DE number 5287884
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The BLUE's covariance matrix revisited: A review
scientific article; zbMATH DE number 5287884

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    The BLUE's covariance matrix revisited: A review (English)
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    11 June 2008
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    arithmetic mean
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    best linear unbiased estimator (BLUE)
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    canonical correlations
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    generalized inverse
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    linear model
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    minimum variance linear unbiased estimator
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    ordinary least squares estimator (OLSE)
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    orthogonal projector
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    proper eigenvalues
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    residuals
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    Watson efficiency
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