Ali, Mir M; Ponnapalli, R - In: Journal of Multivariate Analysis 32 (1990) 2, pp. 171-176
Consider the linear model Y = X[beta] + [epsilon], where Y is the response variable of order (n-1), X is an (n-p) matrix of known constants, [beta] is a (p-1) unknown parameter, [epsilon] is an (n-1) error variable with E([epsilon]) = 0, and E([epsilon][epsilon]') = [sigma]2[Lambda], where...