Note on the estimation of parameters of the mean and the variance in $n$-stage linear models

Volaufová, Júlia. "Note on the estimation of parameters of the mean and the variance in $n$-stage linear models." Aplikace matematiky 33.1 (1988): 41-48. <http://eudml.org/doc/15522>.

@article{Volaufová1988,
abstract = {The paper deals with the estimation of the unknown vector parameter of the mean and the parameters of the variance in the general $n$-stage linear model. Necessary and sufficient conditions for the existence of the uniformly minimum variance unbiased estimator (UMVUE) of the mean-parameter under the condition of normality are given. The commonly used least squares estimators are used to derive the expressions of UMVUE-s in a simple form.},
author = {Volaufová, Júlia},
journal = {Aplikace matematiky},
keywords = {general $n$-stage linear model; necessary and sufficient conditions; existence of the uniformly minimum variance unbiased estimator; mean parameter; condition of normality; least squares estimators; general n-stage linear model; Necessary and sufficient conditions; existence of the uniformly minimum variance unbiased estimator; mean- parameter; condition of normality; least squares estimators},
language = {eng},
number = {1},
pages = {41-48},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Note on the estimation of parameters of the mean and the variance in $n$-stage linear models},
url = {http://eudml.org/doc/15522},
volume = {33},
year = {1988},
}

TY - JOUR
AU - Volaufová, Júlia
TI - Note on the estimation of parameters of the mean and the variance in $n$-stage linear models
JO - Aplikace matematiky
PY - 1988
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 33
IS - 1
SP - 41
EP - 48
AB - The paper deals with the estimation of the unknown vector parameter of the mean and the parameters of the variance in the general $n$-stage linear model. Necessary and sufficient conditions for the existence of the uniformly minimum variance unbiased estimator (UMVUE) of the mean-parameter under the condition of normality are given. The commonly used least squares estimators are used to derive the expressions of UMVUE-s in a simple form.
LA - eng
KW - general $n$-stage linear model; necessary and sufficient conditions; existence of the uniformly minimum variance unbiased estimator; mean parameter; condition of normality; least squares estimators; general n-stage linear model; Necessary and sufficient conditions; existence of the uniformly minimum variance unbiased estimator; mean- parameter; condition of normality; least squares estimators
UR - http://eudml.org/doc/15522
ER -