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.
Zeitschriftenaufsatz
| Veröffentlicht | Englisch
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Autor*in
Haupt, HarryUniBi;
Oberhofer, Walter
Einrichtung
Abstract / Bemerkung
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.
Stichworte
Gauss-Markov theory Unified least squares BLU
Erscheinungsjahr
2006
Zeitschriftentitel
Journal of Multivariate Analysis
Band
97
Ausgabe
3
Seite(n)
759-764
ISSN
0047-259X
Page URI
https://pub.uni-bielefeld.de/record/1926085
Zitieren
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. https://doi.org/10.1016/j.jmva.2005.04.006
Haupt, Harry, and Oberhofer, Walter. 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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