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An extension of a rank criterion for the least squares estimator to be the best linear unbiased estimator. (English) Zbl 0383.62041

MSC:
62J05 Linear regression; mixed models
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References:
[1] Anderson, T.W., The statistical analysis of time series, (1971), Wiley New York · Zbl 0225.62108
[2] Anderson, T.W., Efficient estimation of regression coefficients in time series, (), 471-482
[3] Marsaglia, G.; Styan, G.P.H., Equalities and inequalities for ranks of matrices, Linear and multilinear algebra, 2, 269-292, (1974)
[4] Styan, G.P.H., When does least squares give the best linear unbiased estimate?, (), 241-246
[5] Zyskind, G., On canonical forms, non-negative covariance matrices and best and simple least squares linear estimators in linear models, Ann. math. statist., 38, 1092-1109, (1967) · Zbl 0171.17103
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