Abstract We provide an altrnative proof that the Ordinary Least Squares estimator is the (conditionally) best linear unbiased estimator.

In this paper, we study functional regression and its properties in testing the hypothesis of a constant zero mean function or an unknown constant non-zero mean function. As we show, the associated Wald test statistics have standard chi-square limiting null distributions, standard non-central...

We provide a new characterization of the equality of two positive-definite matrices A and B , and we use this to propose several new computationally convenient statistical tests for the equality of two unknown positive-definite matrices. Our primary focus is on testing the information matrix...