Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1148343 | Journal of Statistical Planning and Inference | 2008 | 16 Pages |
Abstract
In this paper we comment on and review some unexpected but interesting features of the BLUE (best linear unbiased estimator) of the expectation vector in the general linear model and in particular, the BLUE's covariance matrix. Most of these features appear in the literature but are rather scattered or hidden.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Jarkko Isotalo, Simo Puntanen, George P.H. Styan,