✦ LIBER ✦
Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal
✍ Scribed by Dean M. Young; Patrick L. Odell; William Hahn
- Book ID
- 104301434
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 82 KB
- Volume
- 49
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
✦ Synopsis
For the general Gauss-Markov model with E(Y ) = Xÿ and Var(Y ) = V , we give a concise proof of an explicit characterization of the general nonnegative-deÿnite covariance structure V such that the best linear unbiased estimator, weighted least-squares estimator, and least-squares estimator of X ÿ are identical.