On Least Squares and Linear Combinations of Observations

Aitken, A. C. (1935). On Least Squares and Linear Combinations of Observations.

Type

Unclassified

Intellectual base

Unclassified

Year

1935

DOI

10.1017/s0370164600014346

Link

https://doi.org/10.1017/s0370164600014346

Cited by

1 citation across 1 artifact.

Domain-specific

• Generalized least squares
  • Whitening converts GLS to ordinary least squares, giving the best linear unbiased estimator under the generalized Gauss–Markov assumptions; feasible GLS estimates the covariance and adds model-risk and finite-sample uncertainty.

Verification

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Registry ID ref:597efbfc7940 · see in the full table