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Between OLSE and BLUE. (English) Zbl 1334.62106
Summary: Several estimators of \(\mathbf X \beta\) under the general Gauss-Markov model \(\mathcal M=\{\mathbf y, \mathbf X\beta, \sigma^2\mathbf V\}\) are considered. Particular attention is paid to those estimators whose efficiency lies between that of the ordinary least squares estimator and that of the best linear unbiased estimator.

MSC:
62J05 Linear regression; mixed models
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