Hostname: page-component-84b7d79bbc-g7rbq Total loading time: 0 Render date: 2024-07-27T16:23:51.095Z Has data issue: false hasContentIssue false

Matrix Results Associated with Aitken's Generalization of the Gauss-Markov Theorem

Published online by Cambridge University Press:  11 February 2009

Abstract

Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Solutions
Copyright
Copyright © Cambridge University Press 1996

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

Aitken, A.C. (1935) On least squares and linear combination of observations. Proceedings of the Royal Society of Edinburgh A 55, 4249.Google Scholar
Baksalary, J.K. & Puntanen, S. (1990) Characterizations of the best linear unbiased estimator in the general Gauss-Markov model with the use of matrix partial orderings. Linear Algebra and Its Applications 127, 363370.CrossRefGoogle Scholar
Farebrother, R.W. (1987) Three theorems with applications to eudidean distance matrices. Linear Algebra and Its Applications 95, 1116.CrossRefGoogle Scholar
Mitra, S.K. & Rao, C.R. (1968) Some results in estimation and tests of linear hypotheses under the Gauss-Markoff model. Sankhya A 30, 281290.Google Scholar
Puntanen, S. & Styan, G.P.H. (1989) The equality of the ordinary least squares estimator and the best linear unbiased estimator (with discussion). American Statistician 43, 153164.CrossRefGoogle Scholar
Rao, C.R. & Mitra, S.K. (1971) Generalized Inverse of Matrices and Its Applications. New York: Wiley.Google Scholar
Stepniak, C. (1985) Ordering of nonnegative definite matrices with application to comparison of linear models. Linear Algebra and Its Applications 70, 6771.CrossRefGoogle Scholar