THE BLUE AND MINQUE IN GAUSS-MARKOFF MODEL WITH LINEAR TRANSFORMATION OF THE OBSERVABLE VARIABLES

作     者：张宝学 Zhang Baoxue Department of Statistics, Northeast Normal University, Changchun 130024, China Department of Mathematics, Beijing Institute of Technology, Beijing 100081, China

作者机构：Department of Statistics Northeast Normal University 

出 版 物：《Acta Mathematica Scientia》 (数学物理学报（B辑英文版）)

年 卷 期：2007年第27卷第1期

页      面：203-210页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0805[工学-材料科学与工程（可授工学、理学学位）] 0714[理学-统计学（可授理学、经济学学位）] 0704[理学-天文学] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：The project was supported by the Mathematical Tian Yuan Youth Foundation of China (10226024) Postdoctoral Science Foundation of China the Science Foundation for Yong Teachers of Northeast Normal University 

主　　题：Singular linear model BLUE MINQUE linear transformation 

摘      要：For a singular linear model A = （y, Xβ, σ2 V） and its transformed model MF = （Fy, FXβ, σ 2FVF＇）, where V is nonnegative definite and X can be rank-deficient, the expressions for the differences of the estimates for the vector of FXβ and the variance factor σ2 are given. Moreover, the necessary and sufficient conditions for the equalities of the estimates for the vector of FXβ and the variance factor σ2 are also established. In the meantime, works in Baksalary and Kala （1981） are strengthened and consequences in Puntanen and Nurhonen （1992）, and Puntanen （1996） are extended.