The BLUE's covariance matrix revisited: A review
type: Item
instance of: scholarly article
title: The BLUE's covariance matrix revisited: A review
zbMATH Open document ID: 1141.62325
author: Jarkko Isotalo
author: Simo Puntanen
author: George P. H. Styan
published in: Journal of Statistical Planning and Inference
publication date: 2008-06-11T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62H20
zbMATH DE Number: 5287884
zbMATH Keywords: arithmetic mean
zbMATH Keywords: best linear unbiased estimator (BLUE)
zbMATH Keywords: canonical correlations
zbMATH Keywords: generalized inverse
zbMATH Keywords: linear model
zbMATH Keywords: minimum variance linear unbiased estimator
zbMATH Keywords: ordinary least squares estimator (OLSE)
zbMATH Keywords: orthogonal projector
zbMATH Keywords: proper eigenvalues
zbMATH Keywords: residuals
zbMATH Keywords: Watson efficiency
MaRDI profile type: Publication
full work available at URL: j.jspi.2008.03.029
OpenAlex ID: W2033210693
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DOI: 10.1016/J.JSPI.2008.03.029
description: scientific article; zbMATH DE number 5287884