Estimation-equivalent covariance structures for the least squares and MINQUE estimators of the linear model variance. (English) Zbl 1123.62039
Summary: We give a concise alternative derivation of necessary and sufficient conditions on the general nonnegative-definit error covariance structure for the general linear model such that the least squares and the minimum norm quadratic unbiased estimators of the model variance are identical.
MSC:
| 62H12 | Estimation in multivariate analysis |
| 62J05 | Linear regression; mixed models |
| 62H05 | Characterization and structure theory for multivariate probability distributions; copulas |
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