Acta mathematica scientia,Series B
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Zhang Baoxue; Liu Baisen
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Abstract:
For a singular linear model A=(y,Xβ, {\si{2}} V) and its transformed model AF=(Fy,FXβ,σ2FVF′), where V is nonnegative definite and X can be rank-deficient, the expressions for the differences of the estimates for the vector of FXβ and the variance factor {\si{2}} are given. Moreover, the necessary and sufficient conditions for the equalities of the estimates for the vector of FXβ and the variance factor {\si{2}} are also established. In the meantime, works in Baksalary and Kala (1981) are strengthened and consequences in Puntanen and Nurhonen (1992), and Puntanen (1996) are extended.
Key words: Singular linear model, BLUE, MINQUE, linear transformation
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Zhang Baoxue; Liu Baisen. THE BLUE AND MINQUE IN GAUSS-MARKOFF MODEL WITH LINEAR#br# TRANSFORMATION OF THE OBSERVABLE VARIABLES[J].Acta mathematica scientia,Series B, 2007, 27(1): 203-210.
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URL: http://121.43.60.238/sxwlxbB/EN/10.1016/S0252-9602(07)60018-6
http://121.43.60.238/sxwlxbB/EN/Y2007/V27/I1/203
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