More on BLU estimation in regression models with possibly singular covariances
type: Item
instance of: scholarly article
title: More on BLU estimation in regression models with possibly singular covariances
zbMATH Open document ID: 0605.62067
DOI: 10.1016/0024-3795(85)90197-1
published in: Linear Algebra and its Applications
publication date: 1985-01-01T00:00:00Z
review text: Consider the general linear regression model \(E(y)=A\beta\), \(Cov(y)=V\), where y is an \(n\times 1\) vector of observations, A is a known real \(n\times m\) matrix, and V is a known dispersion matrix. No rank assumptions are imposed on A or V. The aim of this paper is to investigate the class of all those matrices G leading to traditional BLUEs CGy for all estimable linear functions \(C\beta\), and to discuss its relations with two other sets introduced respectively by \textit{A. Albert} [SIAM J. Appl. Math. 24, 182-287 (1973; Zbl 0232.62030)] and by \textit{S. K. Mitra} and \textit{B. J. Moore} [Sankhyā, Ser. A 35, 139-152 (1973; Zbl 0277.62044)].
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 15A09
zbMATH DE Number: 3978176
zbMATH Keywords: singular covariances
zbMATH Keywords: generalized inverse
zbMATH Keywords: best linear unbiased estimator
zbMATH Keywords: BLUEs
zbMATH Keywords: estimable linear functions
author: Hans Joachim Werner
MaRDI profile type: Publication
full work available at URL: 0024-3795(85)90197-1
OpenAlex ID: W2003433935
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description: scientific article; zbMATH DE number 3978176