Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal

DOI10.1016/S0167-7152(00)00057-2zbMath0964.62058MaRDI QIDQ1582660

Patrick L. Odell, Dean M. Young, William Hahn

Publication date: 21 November 2000

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

zbMATH Keywords

Moore-Penrose inversehomogeneous matrix equationnonnegative-definite solutionsweighted least-squares normal equation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Matrix equations and identities (15A24)

Related Items (1)

On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model

Cites Work

• Extending some results and proofs for the singular linear model
• On equalities between BLUES, WLSEs, and SLSEs
• Equality of two blues and ridge-type estimates
• Relationships Between Some Representations of the Best Linear Unbiased Estimator in the General Gauss–Markoff Model
• Some further results related to reduced singular linear models
• Some Relationships Between BLUEs, WLSEs and SLSEs
• A Necessary and Sufficient Condition that Ordinary Least-Squares Estimators be Best Linear Unbiased
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
• On Best Linear Estimation and General Gauss-Markov Theorem in Linear Models with Arbitrary Nonnegative Covariance Structure
• Best Linear Recursive Estimation
• The Gauss–Markov Theorem for Regression Models with Possibly Singular Covariances
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