Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
In the general Gauss-Markoff model (Y, X[beta], [sigma]2V), when V is singular, there exist linear functions of Y which vanish with probability 1 imposing some restrictions on Y as well as on the unknown [beta]. In all earlier work on linear estimation, representations of best-linear unbiased estimators (BLUE's) are obtained under the assumption: "L'Y is unbiased for X[beta] => L'X = X." Such a condition is not, however, necessary. The present paper provides all possible representations of the BLUE's some of which violate the condition L'X = X. Representations of X for given classes of BLUE's are also obtained.
Year of publication: |
1973
|
---|---|
Authors: | Rao, C. Radhakrishna |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 3.1973, 3, p. 276-292
|
Publisher: |
Elsevier |
Saved in:
Saved in favorites
Similar items by person
-
Principal component and factor analyses
Rao, Calyampudi Radhakrishna, (1996)
-
Linear statistical inference and its applications
Rao, Calyampudi Radhakrishna, (1967)
-
Linear statistical inference and its applications
Rao, Calyampudi Radhakrishna, (1973)
- More ...