A note on equality of MINQUE and simple estimator in the general Gauss-Markov model

DOI10.1016/S0167-7152(97)00030-8zbMath0888.62057MaRDI QIDQ1373945

Jürgen Gross

Publication date: 26 November 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

MINQUEchi-square distributionBLUEOLSEgeneral Gauss-Markov model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Related Items (5)

Comparison of MINQUE and simple estimate of the error variance in the general linear models ⋮ Estimation-Equivalent Covariance Structures for the Least Squares and Minque Estimators of the Linear Model Variance ⋮ Some equalities for estimations of variance components in a general linear model and its restricted and transformed models ⋮ A Useful Matrix Decomposition and Its Statistical Applications in Linear Regression ⋮ Covariance structure associated with an equality between two general ridge estimators

Cites Work

• Nonnegative definite and positive definite solutions to the matrix equationAXA^*=B
• Hermitian and Nonnegative Definite Solutions of Linear Matrix Equations
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