On the natural restrictions in the singular Gauss-Markov model

doi:10.1007/s00362-006-0032-5

CORC > 上海财经大学 > 上海财经大学

	On the natural restrictions in the singular Gauss-Markov model
	Tian, Yongge 1; Beisiegel, M.2; Dagenais, E.2; Haines, C.2
刊名	STATISTICAL PAPERS
	2008-07
卷号	49 期号:3 页码:553-564
关键词	Gauss-Markov model estimability of parametric functions unbiasedness of linear estimator natural restriction explicit restriction matrix rank method OLSE BLUE
ISSN号	0932-5026
DOI	10.1007/s00362-006-0032-5
英文摘要	A Gauss-Markov model is said to be singular if the covariance matrix of the observable random vector in the model is singular. In such a case, there exist some natural restrictions associated with the observable random vector and the unknown parameter vector in the model. In this paper, we derive through the matrix rank method a necessary and sufficient condition for a vector of parametric functions to be estimable, and necessary and sufficient conditions for a linear estimator to be unbiased in the singular Gauss-Markov model. In addition, we give some necessary and sufficient conditions for the ordinary least-square estimator (OLSE) and the best linear unbiased estimator (BLUE) under the model to satisfy the natural restrictions.
WOS研究方向	Mathematics
语种	英语
出版者	SPRINGER
WOS记录号	WOS:000255116000010
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/2527]
专题	上海财经大学
通讯作者	Tian, Yongge
作者单位	1.Shanghai Univ Finance & Econ, Sch Econ, Shanghai 200433, Peoples R China; 2.Univ Alberta, Dept Math & Stat Sci, Edmonton, AB T6G 2G1, Canada
推荐引用方式 GB/T 7714	Tian, Yongge,Beisiegel, M.,Dagenais, E.,et al. On the natural restrictions in the singular Gauss-Markov model[J]. STATISTICAL PAPERS,2008,49(3):553-564.
APA	Tian, Yongge,Beisiegel, M.,Dagenais, E.,&Haines, C..(2008).On the natural restrictions in the singular Gauss-Markov model.STATISTICAL PAPERS,49(3),553-564.
MLA	Tian, Yongge,et al."On the natural restrictions in the singular Gauss-Markov model".STATISTICAL PAPERS 49.3(2008):553-564.