Revisiting the BLUE in a Linear Model via Proper Eigenvectors

Author:

Hauke Jan,Markiewicz Augustyn,Puntanen Simo

Publisher

Springer India

Reference29 articles.

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3. Baksalary, J.K., Mathew, T.: Rank invariance criterion and its application to the unified theory of least squares. Linear Algebra Appl. 127, 393–401 (1990)

4. Baksalary, J.K., Puntanen, S.: Weighted-least-squares estimation in the general Gauss–Markov model. In: Dodge, Y. (ed.) Statistical Data Analysis and Inference, pp. 355–368. North-Holland, Amsterdam (1989)

5. Baksalary, J.K., Puntanen, S., Styan, G.P.H.: A property of the dispersion matrix of the best linear unbiased estimator in the general Gauss–Markov model. Sankhyā, Ser. A 52, 279–296 (1990)

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1. Linear prediction sufficiency in the misspecified linear model;Communications in Statistics - Theory and Methods;2019-11-27

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