Rubio Calvo, E.Cano Sevilla, Francisco Jose2023-06-212023-06-2119790370-3207https://hdl.handle.net/20.500.14352/64784We study the linear model y = X +", given the prior information H =R +v, with three possibilities regarding the knowledge of 2. In each case we obtain the best linear unbiased estimators of , prove its convergence to ˆ and obtain asymptotic relations. This study is also carried out when the design matrix is not of full rank and when the covariance matrix is nonnegative.On singularities in linear models with prior informationjournal articlemetadata only access519.22Estadística matemática (Matemáticas)1209 Estadística