Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
AbstractIn 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.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 3 (1973)
Issue (Month): 3 (September)
Contact details of provider:
Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Yongge Tian & Jieping Zhang, 2011. "Some equalities for estimations of partial coefficients under a general linear regression model," Statistical Papers, Springer, vol. 52(4), pages 911-920, November.
- repec:ebl:ecbull:v:3:y:2002:i:1:p:1-7 is not listed on IDEAS
- Liu, Xin & Wang, Qing-Wen, 2013. "Equality of the BLUPs under the mixed linear model when random components and errors are correlated," Journal of Multivariate Analysis, Elsevier, vol. 116(C), pages 297-309.
- Gro[beta], Jürgen, 1998. "Statistical estimation by a linear combination of two given statistics," Statistics & Probability Letters, Elsevier, vol. 39(4), pages 379-384, August.
- Changli Lu & Yuqin Sun & Yongge Tian, 2013. "On relations between weighted least-squares estimators of parametric functions under a general partitioned linear model and its small models," Metrika, Springer, vol. 76(5), pages 707-722, July.
- Markiewicz, Augustyn, 1998. "Comparison of linear restricted models with respect to the validity of admissible and linearly sufficient estimators," Statistics & Probability Letters, Elsevier, vol. 38(4), pages 347-354, July.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.