The blue and minque in Gauss-Markoff model with linear transformation of the observable variables期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

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and its transformed model

A_F=(Fy, FXβσ²FV F¹)

, 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 σ² are given. Moreover, the necessary and sufficient conditions for the equalities of the estimates for the vector of FXβ and the variance factor σ² 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.

The blue and minque in Gauss-Markoff model with linear transformation of the observable variables

Authors:	Baoxue Zhang

Institution:	^aDepartment of Statistics, Northeast Normal University, Changchun 130024, China;^bDepartment of Mathematics, Beijing Institute of Technology, Beijing 100081, China

Abstract:	For a singular linear model A=(y,Xβ,σV)

Keywords:	Singular linear model BLUE MINQUE linear transformation
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