Baksalary, Oskar; Trenkler, Götz; Liski, Erkki - In: Statistical Papers 54 (2013) 4, pp. 1109-1119
Krämer (Sankhy<InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$\bar{\mathrm{a }}$$</EquationSource> </InlineEquation> 42:130–131, <CitationRef CitationID="CR13">1980</CitationRef>) posed the following problem: “Which are the <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$\mathbf{y}$$</EquationSource> </InlineEquation>, given <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$\mathbf{X}$$</EquationSource> </InlineEquation> and <InlineEquation ID="IEq4"> <EquationSource Format="TEX">$$\mathbf{V}$$</EquationSource> </InlineEquation>, such that OLS and Gauss–Markov are equal?”. In other words, the problem aimed at identifying those vectors <InlineEquation ID="IEq5"> <EquationSource Format="TEX">$$\mathbf{y}$$</EquationSource> </InlineEquation>...</equationsource></inlineequation></equationsource></inlineequation></equationsource></inlineequation></equationsource></inlineequation></citationref></equationsource></inlineequation>
