The locally best estimators of the first and second order parameters in epoch regression models

Kubáčková, Ludmila. "The locally best estimators of the first and second order parameters in epoch regression models." Applications of Mathematics 37.1 (1992): 1-12. <http://eudml.org/doc/15696>.

@article{Kubáčková1992,
abstract = {},
author = {Kubáčková, Ludmila},
journal = {Applications of Mathematics},
keywords = {regression linear model; epoch model; linear epoch regression model; locally best linear unbiased estimators; first order parameters; locally minimum variance quadratic unbiased and invariant estimators; estimable linear function; second order parameters; algorithms; block structure; sparseness of the covariance matrix; linear epoch regression model; locally best linear unbiased estimators; first order parameters; locally minimum variance quadratic unbiased and invariant estimators; estimable linear function; second order parameters; algorithms; block structure; sparseness of the covariance matrix},
language = {eng},
number = {1},
pages = {1-12},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {The locally best estimators of the first and second order parameters in epoch regression models},
url = {http://eudml.org/doc/15696},
volume = {37},
year = {1992},
}

TY - JOUR
AU - Kubáčková, Ludmila
TI - The locally best estimators of the first and second order parameters in epoch regression models
JO - Applications of Mathematics
PY - 1992
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 37
IS - 1
SP - 1
EP - 12
AB -
LA - eng
KW - regression linear model; epoch model; linear epoch regression model; locally best linear unbiased estimators; first order parameters; locally minimum variance quadratic unbiased and invariant estimators; estimable linear function; second order parameters; algorithms; block structure; sparseness of the covariance matrix; linear epoch regression model; locally best linear unbiased estimators; first order parameters; locally minimum variance quadratic unbiased and invariant estimators; estimable linear function; second order parameters; algorithms; block structure; sparseness of the covariance matrix
UR - http://eudml.org/doc/15696
ER -