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 [1973] approach to wider sense BLUEs has a natural embedding in the present approach.
Creation-Date: January 1986
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