New insights into best linear unbiased estimation and the optimality of least-squares

Maria Zoia, Mario Faliva

Risultato della ricerca: Contributo in rivistaArticolo in rivistapeer review

1 Citazioni (Scopus)

Abstract

New results in matrix algebra applied to the fundamental bordered matrix of linear estimation theory pave the way towards obtaining additional and informative closed-form expressions for the best linear unbiased estimator (BLUE). The results prove significant in several respects. Indeed, more light is shed on the BLUE structure and on the working of the OLS estimator under nonsphericalness in (possibly) singular models.
Lingua originaleEnglish
pagine (da-a)575-585
Numero di pagine11
RivistaJournal of Multivariate Analysis
DOI
Stato di pubblicazionePubblicato - 2006

Keywords

  • BLUE
  • Nonsphericalmess
  • OLS optimality

Fingerprint Entra nei temi di ricerca di 'New insights into best linear unbiased estimation and the optimality of least-squares'. Insieme formano una fingerprint unica.

Cita questo