Linear Transformations Preserving Best Linear Unbiased Estimators in a General Gauss-Markoff Model
Baksalary, J. K. ; Kala, R.
Ann. Statist., Tome 9 (1981) no. 1, p. 913-916 / Harvested from Project Euclid
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Under a general Gauss-Markoff model $\{\mathbf{y}, \mathbf{X,\beta, V}\}$, a necessary and sufficient condition is established for a linear transformation, $\mathbf{F}$, of the observable random vector $\mathbf{y}$ to have the property that there exists a linear function of $\mathscr{Fy}$ which is a BLUE of $\mathbf{X\beta}$. A method for deriving a required BLUE from the transformed model $\{\mathbf{Fy, FX\beta, FVF}'\}$ is also indicated.
Publié le : 1981-07-14
Classification:  General Gauss-Markoff model,  best linear unbiased estimator,  linear transformation,  62J05 
@article{1176345533,
     author = {Baksalary, J. K. and Kala, R.},
     title = {Linear Transformations Preserving Best Linear Unbiased Estimators in a General Gauss-Markoff Model},
     journal = {Ann. Statist.},
     volume = {9},
     number = {1},
     year = {1981},
     pages = { 913-916},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345533}
}

Baksalary, J. K.; Kala, R. Linear Transformations Preserving Best Linear Unbiased Estimators in a General Gauss-Markoff Model. Ann. Statist., Tome 9 (1981) no. 1, pp.  913-916. http://gdmltest.u-ga.fr/item/1176345533/