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BETWEEN OLSE AND BLUE |
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| Authors: | Götz Trenkler |
| Abstract: | Several estimators of X β under the general Gauss–Markov model  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 |