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BETWEEN OLSE AND BLUE
Authors:Götz Trenkler
Abstract:Several estimators of X β under the general Gauss–Markov model inline image are considered. Particular attention is paid to those estimators whose efficiency lies between that of the ordinary least squares estimator and that of the best linear unbiased estimator.
Keywords:Amemiya’  s estimator  best linear unbiased estimator  general Gauss–  Markov model  generalized least squares estimator  linearly complete statistics  linearly minimal sufficient statistics  linearly sufficient statistics  oblique projector  ordinary least squares estimator  partitioned matrix
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