SFB 303 Discussion Paper No. B - 55
Author: Schönfeld, Peter, and Hans Joachim Werner
Title: A Note on C. R. Rao's Wider Definition BLUE in the General Gauss-Markov Model
Abstract: In this paper an extremely simple approach to the theory of wider sense or extended best unbiased
estimators of estimable functions in a regression is considered. The extended estimators enlarge the class of
representations of the traditional BLUE in the case of a singular dispersion matrix. Explicit and convenient
representations of the quadratic unbiased and best unbiased estimators are exhibited for various levels of
extensions. It is also shown that C.R. Rao's  approach to wider sense BLUEs has a natural embedding in
the present approach.
Creation-Date: January 1986
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