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The general Gauss-Markov model with possibly singular dispersion matrix
Authors:Jürgen Groß
Institution:(1) Department of Statistics, University of Dortmund, Vogelpothsweg 87, 44221 Dortmund, Germany
Abstract:Linear models with possibly singular dispersion (variance-covariance) matrix of the vector of disturbances have been considered in the literature since the late sixties. In this paper we give a survey of important results and consequences without a claim to completeness. Proofs are given for the results in Sections 2 to 5.
Notation
The General Gauss-Markov Model
Best Linear Unbiased Estimation
Quadratic Unbiased Estimation
Testing a Linear Hypothesis
Further Aspects of Linear Estimation
Keywords:
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