Three rank formulas associated with the covariance matrices of the BLUE and the OLSE in the general linear model

Puntanen, Simo, Styan, George P. H., Tian, Yongge . Econometric Theory 2005. 21 (3) :659-663

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Bibtex

@article{CIS-202824,
  Author = {Puntanen, Simo and Styan, George P. H. and Tian, Yongge},
  Title = {Three rank formulas associated with the covariance matrices of the BLUE and the OLSE in the general linear model},
  Journal = {Econometric Theory},
  Volume = {21},
  Number = {3},
  Year = {2005},
  Pages = {659--663},
  Keywords = {Rao-Zyskind theorem, rank-subtractivity ordering, equality of OLSE and BLUE}
}

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