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Nonnegative-definite covariance structures for which the least squares estimator is the best linear unbiased estimator
Nonnegative-definite covariance structures the least squares estimator
2010/9/15
For the Gauss-Markov model with E(y) = Xβ and Var(y) = V,we establish a new explicit characterization of the general nonnegative-definite covariance structure V such that the best
linear unbiased est...