Hostname: page-component-745bb68f8f-hvd4g Total loading time: 0 Render date: 2025-01-12T21:51:01.722Z Has data issue: false hasContentIssue false
  • English
  • Français

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

Published online by Cambridge University Press:  11 February 2009

Simo Puntaner  and
George P.H. Styan
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Solutions
Information
Econometric Theory , Volume 12 , Issue 3 , August 1996 , pp. 593 - 595
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, 42–49.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, 363–370.CrossRefGoogle Scholar
Farebrother, R.W. (1987) Three theorems with applications to eudidean distance matrices. Linear Algebra and Its Applications 95, 11–16.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, 281–290.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, 153–164.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, 67–71.CrossRefGoogle Scholar