On the BLUEs in Two Linear Models via C. R. Rao's Pandora's Box

DOI10.1080/03610926.2013.826366zbMath1392.62203OpenAlexW1979421657MaRDI QIDQ5419337

Simo Puntanen, Nesrin Güler, Halim Özdemir

Publication date: 6 June 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.826366

zbMATH Keywords

BLUE orthogonal projector partitioned linear model Frisch-Waugh-Lovell theorem Gauss-Markov model reduced linear model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (2)

Characterizing relationships between BLUPs under linear mixed model and some associated reduced models ⋮ Properties of BLUEs in full versus small linear models

Cites Work

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BETWEEN OLSE AND BLUE
Comparing the BLUEs Under Two Linear Models
Matrix Tricks for Linear Statistical Models
On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
Linear Statistical Inference and its Applications

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