A Comment on: “A Modern Gauss–Markov Theorem”
指出Hansen(2022)的定理4与经典Aitken定理适用于完全相同的估计量类，而定理5-7包含了经典定理中没有的额外假设，因此并非后者的特例。
We show that Theorem 4 in Hansen (2022) applies to exactly the same class of estimators as does the classical Aitken theorem. We furthermore point out that Theorems 5–7 in Hansen (2022) contain extra assumptions not present in the classical Gauss–Markov or Aitken theorem, and thus the former theorems do not contain the latter ones as special cases.