A note on the Gauss-Markov theorem
โ Scribed by Morris L. Eaton
- Publisher
- Springer Japan
- Year
- 1978
- Tongue
- English
- Weight
- 196 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0020-3157
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
In this paper, first we make a maximal extension of the well-known Gauss-Markov Theorem (GMT) in its linear framework. In particular, the maximal class of distributions of error term for which the GMT holds is derived. Second, we establish a nonlinear version of the maximal GMT and describe some int
Under the general Gauss-Markov model {y, XI~, a 2 V}, equality of MINQUE and so called 'simple' estimator (1/f)y v (I -XX+)y with f=rank(X:V)rank(X) for 0 "2 is considered. It is revealed that this equality holds if and only if the quadratic form (1/a2)yT(l --XX +)y admits a xZ-distribution under no