The general Gauss-Markov model with possibly singular dispersion matrix

被引：40

作者：

Gross, J ^{[1
]}

机构：

[1] Univ Dortmund, Dept Stat, D-44221 Dortmund, Germany

来源：

STATISTICAL PAPERS | 2004年 / 45卷 / 03期

关键词：

D O I：

10.1007/BF02777575

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Linear models with possibly singular dispersion (variance-covariance) matrix of the vector of disturbances have been considered in the literature since the late sixties. In this paper we give a survey of important results and consequences without a claim to completeness. Proofs are given for the results in Sections 2 to 5. 1 Notation 2 The General Gauss-Markov Model 3 Best Linear Unbiased Estimation 4 Quadratic Unbiased Estimation 5 Testing a Linear Hypothesis 6 Further Aspects of Linear Estimation.

引用

页码：311 / 336

页数：26

共 36 条

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