On equalities between BLUES, WLSEs, and SLSEs

DOI10.2307/3314978zbMath0522.62047OpenAlexW2084537998MaRDI QIDQ3672911

Radosław Kala, Jerzy K. Baksalary

Publication date: 1983

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314978

zbMATH Keywords

best linear unbiased estimatorgeneral Gauss-Markov modelweighted least-squares estimatorsimple least-squares estimatornecessary and sufficient conditions for equalities

Mathematics Subject Classification ID

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

Related Items (4)

Criteria for the equality between ordinary least squares and best linear unbiased estimators under certain linear models ⋮ On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing ⋮ Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal ⋮ Gauss-Markov and weighted least-squares estimation under a general growth curve model

Cites Work

• Unnamed Item
• Some Relationships Between BLUEs, WLSEs and SLSEs
• Linear Statistical Inference and its Applications

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