This is a preview of subscription content, log in to check access.
Groß J (2004) The general Gauss–Markov model with possibly singular dispersion matrix. Stat Pap 45: 311–336MATHCrossRefGoogle Scholar
McElroy FW (1967) A necessary and sufficient condition that ordinary least-squares estimators be best linear unbiased. J Am Stat Assoc 62: 1302–1304MathSciNetCrossRefGoogle Scholar
Searle SR (1982) Matrix algebra useful for statistics. Wiley, ChichesterMATHGoogle Scholar
Zyskind G (1967) On canonical forms, non-negative covariance matrices and best and simple least squares linear estimators in linear models. Ann Math Stat 38: 1092–1109MathSciNetMATHCrossRefGoogle Scholar