The Gauss–Markov Theorem for Regression Models with Possibly Singular Covariances
- 1 March 1973
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Applied Mathematics
- Vol. 24 (2) , 182-187
- https://doi.org/10.1137/0124019
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- On Best Linear Estimation and General Gauss-Markov Theorem in Linear Models with Arbitrary Nonnegative Covariance StructureSIAM Journal on Applied Mathematics, 1969
- Conditions for Optimality and Validity of Simple Least Squares TheoryThe Annals of Mathematical Statistics, 1969
- Linear Least Squares RegressionThe Annals of Mathematical Statistics, 1967
- On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear ModelsThe Annals of Mathematical Statistics, 1967