AbstractSome necessary and sufficient conditions are given for two equalities of ordinary least-squares estimators and best linear unbiased estimators of an estimable vector of parametric functions under a general linear model and its transformed linear model to hol
Necessary and sufficient conditions for the equality of ordinary least squares and generalized least...
AbstractThe paper deals with a multistage linear model that is a special case of a linear model with...
AbstractThe least squares residuals from the standard linear model have a variance matrix which is a...
AbstractFor the unknown positive parameter σ2 in a general linear model ℳ={y,Xβ,σ2Σ}, the two common...
AbstractPuntanen et al. [J. Statist. Plann. Inference 88 (2000) 173] provided two matrix-based proof...
AbstractMatrix equations with various conditions suited for statistical purposes in linear experimen...
AbstractProjectors associated with a particular estimator in a general linear model play an importan...
AbstractFour types of biased estimators of thek × 1 coefficient vector in the linear regression mode...
summary:There exist many different ways of determining the best linear unbiased estimation of regres...
AbstractGauss–Markov estimator of X1BX′2 under a general growth curve model {Y,X1BX′2,V2⊗V1} is give...
AbstractA useful statistical relation between normal linear experiments N(Aβ,σV) and N(Bβ,σW) is red...
AbstractThe notion of linear sufficiency for the whole set of estimable functions in the general Gau...
summary:There exist many different ways of determining the best linear unbiased estimation of regres...
AbstractIn this paper, we study the characterization of admissible linear estimators of regression c...
summary:The multivariate linear model, in which the matrix of the first order parameters is divided ...
Necessary and sufficient conditions for the equality of ordinary least squares and generalized least...
AbstractThe paper deals with a multistage linear model that is a special case of a linear model with...
AbstractThe least squares residuals from the standard linear model have a variance matrix which is a...
AbstractFor the unknown positive parameter σ2 in a general linear model ℳ={y,Xβ,σ2Σ}, the two common...
AbstractPuntanen et al. [J. Statist. Plann. Inference 88 (2000) 173] provided two matrix-based proof...
AbstractMatrix equations with various conditions suited for statistical purposes in linear experimen...
AbstractProjectors associated with a particular estimator in a general linear model play an importan...
AbstractFour types of biased estimators of thek × 1 coefficient vector in the linear regression mode...
summary:There exist many different ways of determining the best linear unbiased estimation of regres...
AbstractGauss–Markov estimator of X1BX′2 under a general growth curve model {Y,X1BX′2,V2⊗V1} is give...
AbstractA useful statistical relation between normal linear experiments N(Aβ,σV) and N(Bβ,σW) is red...
AbstractThe notion of linear sufficiency for the whole set of estimable functions in the general Gau...
summary:There exist many different ways of determining the best linear unbiased estimation of regres...
AbstractIn this paper, we study the characterization of admissible linear estimators of regression c...
summary:The multivariate linear model, in which the matrix of the first order parameters is divided ...
Necessary and sufficient conditions for the equality of ordinary least squares and generalized least...
AbstractThe paper deals with a multistage linear model that is a special case of a linear model with...
AbstractThe least squares residuals from the standard linear model have a variance matrix which is a...
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