Best affine unbiased representations of the fully restricted general Gauss-Markov model

Haupt H, Oberhofer W (2006)
Journal of Multivariate Analysis 97(3): 759-764.

Journal Article | Published | English

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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.
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Haupt H, Oberhofer W. Best affine unbiased representations of the fully restricted general Gauss-Markov model. Journal of Multivariate Analysis. 2006;97(3):759-764.
Haupt, H., & Oberhofer, W. (2006). Best affine unbiased representations of the fully restricted general Gauss-Markov model. Journal of Multivariate Analysis, 97(3), 759-764.
Haupt, H., and Oberhofer, W. (2006). Best affine unbiased representations of the fully restricted general Gauss-Markov model. Journal of Multivariate Analysis 97, 759-764.
Haupt, H., & Oberhofer, W., 2006. Best affine unbiased representations of the fully restricted general Gauss-Markov model. Journal of Multivariate Analysis, 97(3), p 759-764.
H. Haupt and W. Oberhofer, “Best affine unbiased representations of the fully restricted general Gauss-Markov model”, Journal of Multivariate Analysis, vol. 97, 2006, pp. 759-764.
Haupt, H., Oberhofer, W.: Best affine unbiased representations of the fully restricted general Gauss-Markov model. Journal of Multivariate Analysis. 97, 759-764 (2006).
Haupt, Harry, and Oberhofer, Walter. “Best affine unbiased representations of the fully restricted general Gauss-Markov model”. Journal of Multivariate Analysis 97.3 (2006): 759-764.
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