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Gauss-Markov Estimation for Multivariate Linear Models: A Coordinate Free Approach

Gauss-Markov Estimation for Multivariate Linear Models: A Coordinate Free Approach

The coordinate free (geometric) approach to univariate linear models has added both insight and understanding to the problems of Gauss Markov (GM) estimation and hypothesis testing. One of the initial papers emphasizing the geometric aspects of univariate linear models is Kruskal's (1961). The coordinate free approach is used in this …