Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Unbiased and minimum-variance unbiased estimation of estimable functions for fixed linear models with arbitrary covariance structure

From MaRDI portal
Publication:1161020
Jump to:navigation, search

DOI10.1214/aos/1176345467zbMath0477.62053OpenAlexW2092617044MaRDI QIDQ1161020

David A. Harville

Publication date: 1981

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345467


zbMATH Keywords

best linear unbiased estimationsingular covariance matricesGauss- Markov theorem


Mathematics Subject Classification ID

Linear regression; mixed models (62J05)


Related Items (8)

Some overall properties of seemingly unrelated regression models ⋮ Linear models that allow perfect estimation ⋮ Some further remarks on the singular linear model ⋮ On inequality constrained generalized least-squares estimation ⋮ On the natural restrictions in the singular Gauss-Markov model ⋮ Optimal sampling design under the response homogeneous group response mechanism -- a prediction approach ⋮ On consistency, natural restrictions and estimability under classical and extended growth curve models ⋮ Changes in the general linear model: A unified approach




This page was built for publication: Unbiased and minimum-variance unbiased estimation of estimable functions for fixed linear models with arbitrary covariance structure

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1161020&oldid=13222923"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 31 January 2024, at 05:40.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki