| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1147348 | Journal of Multivariate Analysis | 2006 | 11 Pages |
Abstract
New results in matrix algebra applied to the fundamental bordered matrix of linear estimation theory pave the way towards obtaining additional and informative closed-form expressions for the best linear unbiased estimator (BLUE). The results prove significant in several respects. Indeed, more light is shed on the BLUE structure and on the working of the OLS estimator under nonsphericalness in (possibly) singular models.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
