Article ID Journal Published Year Pages File Type
1147358 Journal of Multivariate Analysis 2006 6 Pages PDF
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