Department of Mathematics , Concordia University , Montreal, Quebec
Abstract:
In this note we present a criterion for linear estimation which is similar to MV-MB-LE of Rao (1978) in Gauss-Markoff model (Y, XB, α2G). We call this criterion MMS-MB-LE (Minimum Mean Square Error-Minimum Bias-Linear Estimation)> Representations of solutions to such estimators similar to those of Rao (1978) are provided.