Two matrix-based proofs that the linear estimator $Gy$ is the best linear unbiased estimator

Puntanen, Simo, Styan, George P. H., Werner, Hans Joachim . Journal of Statistical Planning and Inference 2000. 88 (2) :173-179

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Bibtex

@article{CIS-166682,
  Author = {Puntanen, Simo and Styan, George P. H. and Werner, Hans Joachim},
  Title = {Two matrix-based proofs that the linear estimator $Gy$ is the best linear unbiased estimator},
  Journal = {Journal of Statistical Planning and Inference},
  Volume = {88},
  Number = {2},
  Year = {2000},
  Pages = {173--179},
  Keywords = {BLUE, Gauss-Markov model, Linear models, Idempotent matrices, best unbiased estimators, consistency condition, extended BLUE approach, extended estimators, generalized matrix inverses, matrix methods for statistics, natural restrictions, quadratic unbiased estimators, traditional BLUE approach}
}

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