Editing Gauss–Markov theorem (section)

==Generalized least squares estimator==
The [[generalized least squares]] (GLS), developed by [[Alexander Aitken|Aitken]],<ref name="Aitken1935">{{cite journal |first=A. C. |last=Aitken |title=On Least Squares and Linear Combinations of Observations |journal=Proceedings of the Royal Society of Edinburgh |year=1935 |volume=55 |pages=42–48 |doi=10.1017/S0370164600014346 }}</ref> extends the Gauss–Markov theorem to the case where the error vector has a non-scalar covariance matrix.<ref name="Huang1970">{{cite book |first=David S. |last=Huang |title=Regression and Econometric Methods |location=New York |publisher=John Wiley & Sons |year=1970 |isbn=0-471-41754-8 |pages=[https://archive.org/details/regressioneconom0000huan/page/127 127]–147 |url=https://archive.org/details/regressioneconom0000huan |url-access=registration }}</ref> The Aitken estimator is also a BLUE.