Estimation of missing values in the general gauss-maekoff model

Characterization of the multivariate Gauss-Markoff model with singular covariance matrix and missing values

“…Oktaba and al. [12], [13] discuss estimation and verification of hypotheses in some Zyskind-Martin [19] models with missing values as well as estimation of missing values in the general Gauss-Markoff model. Oktaba [10] presents the solution of prediction of missing values in the case of the multivariate Gauss-Markoff model.…”

“…Oktaba and al. [13], [14] present sufficient conditions for a linear transformation of a univariate Gauss-Markoff model ε(y) = Xβ, D(y) = σ 2 V preserving information needed for the estimation of the expected value, the scalar σ 2 , an estimable parametric function λ β and the test function F for verifying the linear hypothesis. Oktaba and al.…”