Gauss–Markov_theorem states that OLS estimator is a BLUE estimator. My doubt is can there be any other linear estimator, other than OLS, which is also a BLUE estimator?
After going through the proof of why OLS is a BLUE estimator, I feel that only OLS estimator can be the BLUE estimator. Unbiased Linear Estimators from any other techniques should essentially yield the same result as from OLS technique for them to be BLUE.
I hope I am not making any blunders in assuming so.