Linear error propagation law and plug-in estimators
Applications of Mathematics (2012)
- Volume: 57, Issue: 6, page 655-666
- ISSN: 0862-7940
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topKubáček, Lubomír. "Linear error propagation law and plug-in estimators." Applications of Mathematics 57.6 (2012): 655-666. <http://eudml.org/doc/246783>.
@article{Kubáček2012,
abstract = {In mixed linear statistical models the best linear unbiased estimators need a known covariance matrix. However, the variance components must be usually estimated. Thus a problem arises what is the covariance matrix of the plug-in estimators.},
author = {Kubáček, Lubomír},
journal = {Applications of Mathematics},
keywords = {mixed linear model; variance components; plug-in estimator; mixed linear statistical models; variance components},
language = {eng},
number = {6},
pages = {655-666},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Linear error propagation law and plug-in estimators},
url = {http://eudml.org/doc/246783},
volume = {57},
year = {2012},
}
TY - JOUR
AU - Kubáček, Lubomír
TI - Linear error propagation law and plug-in estimators
JO - Applications of Mathematics
PY - 2012
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 57
IS - 6
SP - 655
EP - 666
AB - In mixed linear statistical models the best linear unbiased estimators need a known covariance matrix. However, the variance components must be usually estimated. Thus a problem arises what is the covariance matrix of the plug-in estimators.
LA - eng
KW - mixed linear model; variance components; plug-in estimator; mixed linear statistical models; variance components
UR - http://eudml.org/doc/246783
ER -
References
top- Kubáček, L., Nonlinear error propagation law, Appl. Math. 41 (1996), 329-345. (1996) MR1404545
- Kubáček, L., Kubáčková, L., Tesaříková, E., Marek, J., 10.1023/A:1023269321385, Appl. Math. 43 (1998), 439-460. (1998) MR1652104DOI10.1023/A:1023269321385
- Kubáček, L., Kubáčková, L., Nonsensitiveness regions in universal models, Math. Slovaca 50 (2000), 219-240. (2000) MR1763121
- Kubáček, L., Kubáčková, L., Statistics and Metrology, Publishing House of Palacký University Olomouc (2000), Czech. (2000)
- Rao, C. R., Linear Statistical Inference and Its Applications, John Wiley & Sons New York-London-Sydney (1965). (1965) Zbl0137.36203MR0221616
- Rao, C. R., Mitra, S. K., Generalized Inverse of Matrices and Its Applications, John Wiley & Sons New York-London-Sydney-Toronto (1971). (1971) Zbl0236.15005MR0338013
- Rao, C. R., Kleffe, J., Estimation of Variance Components and Applications, North Holland Amsterdam-New York-Oxford-Tokyo (1988). (1988) Zbl0645.62073MR0933559
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