论文信息 - Best linear unbiased estimation in the restricted general linear model 2

Best linear unbiased estimation in the restricted general linear model 2

Hallum, Lewis and Boullion [4] considered the problem of the best linear unbiased estimation of an estimable parametric function in the general linear model with a singular dispersion matrix when the vector of unknown parameters is subject to an a priori known system of linear restrictions. Unfortunately, the main result of [4] appears to be erroneous. In this paper, the correct formula for the Blue is given. Also, the problem of effects the restrictions have on the Blue of a parametric function is discussed.

J. K. Baksalary | R. Kala | J. Baksalary

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