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	Volume 4, Issue 2 Pg 207 - 422 (December 2000)
	Volume 4, Issue 1 Pg 1 - 206 (July 2000)

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Far East Journal of Theoretical Statistics

Far East Journal of Theoretical Statistics
Volume 4, Issue 1, Pages 147 - 152 (July 2000)

ESTIMATION FOR THE SINGULAR GAUSS-MARKOV MODEL
A. K. Gupta (U. S. A.) and D. G. Kabe (U. S. A.)

Abstract:
Given the general Gauss-Markov model

V singular, Xie [4] obtains a necessary and sufficient condition on A for Ay to be the minimum variance unbiased estimate of the estimable parametric function

, F specified. His result is a known result of singular quadratic forms, subjected to linear restrictions, minimization theory. He uses this result implicitly and this paper makes an explicit statement of that result.

Keywords and phrases: quadratic form, linear restrictions, minimization theory, minimum variance unbiased estimate.

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P-ISSN: 0972-0863

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