Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1147358 | Journal of Multivariate Analysis | 2006 | 6 Pages |
Abstract
This article completes and simplifies earlier results on the derivation of best linear, or affine, unbiased estimates in the general Gauss–Markov model with a singular dispersion matrix and additional restrictions under very general conditions. We provide the class of all linear representations of the best affine unbiased estimator with precise statements concerning its indeterminacy.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis