A CLASS OF THE BEST LINEAR UNBIASED ESTIMATORS IN THE GENERAL LINEAR MODEL

摘要

The existence of the best linear unbiased estimators (BLUE) for parametric estimable functions in linear models is treated in a coordinate-free approach, and some relations between the general linear model and certain particular models are derived. A class of the BLUE is constructed using the maximal covariance operator. It is shown that a BLUE exists for each parametric estimable function and is unique in this class.