Abstract
The variance matrix o f the estimates 0" is O ({~) = N-'D (ezv) = N-'M -~ (e~) [D(es ) being the normalized variance matr ix] . For a given plan, the best linear estimates have the smallest variance matrix among all linear unbiased estimates: D (0) = D(0) + A, where 0 is any linear unbiased estimate and A a positive-semidefinite matrix. estimates, any functional ~[D(e)] that satisfies the condition (6)
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