Title of article :
Best affine unbiased representations of the fully restricted general Gauss–Markov model
Author/Authors :
Haupt، نويسنده , , Harry and Oberhofer، نويسنده , , Walter، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2006
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.
Keywords :
Gauss–Markov theory , BLU , Unified least squares
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis