Christensen, Ronald; Lin, Yong - In: Statistical Papers 54 (2013) 3, pp. 695-708
The general Gauss–Markov model, Y = Xβ + e, E(e) = 0, Cov(e) = σ <Superscript>2</Superscript> V, has been intensively studied and widely used. Most studies consider covariance matrices V that are nonsingular but we focus on the most difficult case wherein C(X), the column space of X, is not contained in C(V)....</superscript>
