Implied linear restrictions in the general Gauss-Markov model

DOI10.1016/0378-3758(92)90084-6zbMath0746.62062OpenAlexW2003547826WikidataQ127674356 ScholiaQ127674356MaRDI QIDQ1193989

Jerzy K. Baksalary, Pawel R. Pordzik

Publication date: 27 September 1992

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(92)90084-6

zbMATH Keywords

consistency conditionnecessary and sufficient conditionslinear restrictionsgeneral Gauss-Markov modelsingular linear modelminimum norm quadratic unbiased estimatorminimum dispersion linear unbiased estimatorestimable parametric functionsrestricted modelsunrestriced models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (5)

Statistical analysis of a linear regression model with restrictions and superfluous variables ⋮ A bound for the Euclidean distance between restricted and unrestricted estimators of parametric functions in the general linear model ⋮ On pre-test estimation of parametric functions in the general Gauss-Markov model with quadratic risk ⋮ Preliminary test estimation of a vector of parametric functions in the general Gauss--Markov model ⋮ On the robustness of the linear hypothesis test procedure in the singular linear model with implied restrictions

Cites Work

• Inverse-partitioned-matrix method for the general Gauss-Markov model with linear restrictions
• Best linear unbiased estimation in the restricted general linear model²
• A study of the equivalence between a gauss-markoff model and its augmentation by nuisance parameters
• A note on best linear unbiased estimation in the restricted general linear model
• Categorical information and the singular linear model
• On Best Linear Unbiased Estimation in the Restricted General Linear Model
• The efficiency of block designs in general
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Implied linear restrictions in the general Gauss-Markov model