A note on equality of MINQUE and simple estimator in the multivariate linear model

الملخص EN

Under the multivariate linear model {Y, Xβ, ∑ ®V} equality of MINQUE land so called "simple" estimator (l / f) YTMY, with M=I- (X'X) +XT, f = rank (X : V)–rank (X) for ∑ is considered.

It is revealed that this equality holds if and only if the quadratic form ∑-1 Y'MY admits Wish art-distribution wishart-distribbution under multivariate normality of Y.