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The general Gauss-Markov model with possibly singular dispersion matrix

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  • Jürgen Groß

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  • Jürgen Groß, 2004. "The general Gauss-Markov model with possibly singular dispersion matrix," Statistical Papers, Springer, vol. 45(3), pages 311-336, July.
    • Handle: RePEc:spr:stpapr:v:45:y:2004:i:3:p:311-336
    DOI: 10.1007/BF02777575
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    References listed on IDEAS

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    1. Schonfeld, Peter, 1971. "Best Linear Minimum Bias Estimation in Linear Regression," Econometrica, Econometric Society, vol. 39(3), pages 531-544, May.
    2. Neudecker, Heinz, 1989. "A Matrix Inequality," Econometric Theory, Cambridge University Press, vol. 5(01), pages 174-175, April.
    3. Rao, C. Radhakrishna, 1973. "Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix," Journal of Multivariate Analysis, Elsevier, vol. 3(3), pages 276-292, September.
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    Cited by:

    1. Litong Wang & Hu Yang, 2012. "Matrix Euclidean norm Wielandt inequalities and their applications to statistics," Statistical Papers, Springer, vol. 53(3), pages 521-530, August.
    2. Stephen Haslett & Jarkko Isotalo & Yonghui Liu & Simo Puntanen, 2014. "Equalities between OLSE, BLUE and BLUP in the linear model," Statistical Papers, Springer, vol. 55(2), pages 543-561, May.
    3. Yuqin Sun & Rong Ke & Yongge Tian, 2014. "Some overall properties of seemingly unrelated regression models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 98(2), pages 103-120, April.
    4. Radosław Kala & Simo Puntanen & Yongge Tian, 2017. "Some notes on linear sufficiency," Statistical Papers, Springer, vol. 58(1), pages 1-17, March.
    5. S. Haslett & S. Puntanen & B. Arendacká, 2015. "The link between the mixed and fixed linear models revisited," Statistical Papers, Springer, vol. 56(3), pages 849-861, August.
    6. Guang Jing Song & Qing Wen Wang, 2014. "On the weighted least-squares, the ordinary least-squares and the best linear unbiased estimators under a restricted growth curve model," Statistical Papers, Springer, vol. 55(2), pages 375-392, May.
    7. Ronald Christensen & Yong Lin, 2013. "Linear models that allow perfect estimation," Statistical Papers, Springer, vol. 54(3), pages 695-708, August.

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