Young, Dean M.; Odell, Patrick L.; Hahn, William - In: Statistics & Probability Letters 49 (2000) 3, pp. 271-276
For the general Gauss-Markov model with E(Y)=X[beta] and Var(Y)=V, we give a concise proof of an explicit characterization of the general nonnegative-definite covariance structure V such that the best linear unbiased estimator, weighted least-squares estimator, and least-squares estimator of...