The classical method of least-squares estimation of the coefficients α in the (matrix) equation y = Zα + e yields estimators α̂ = Ay = + Ae. This method, however, employs only one of a class of ...

Sujit Kumar Mitra, P. Bhimasankaram, Some Results on Idempotent Matrices and a Matrix Equation Connected with the Distribution of Quadratic Forms, Sankhyā: The Indian Journal of Statistics, Series A ...