Quadratically admissible estimators in random models.

R. Zmyślony

Mathematica Applicanda (1976)

  • Volume: 4, Issue: 7
  • ISSN: 1730-2668

Abstract

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The author is concerned with a random model of the form y=1μ+X1β1+⋯+Xkβk, where 1 is the n-vector of ones, μ is an unknown constant, Xi is an n×pi matrix of known constants, and βi is a pi-vector of random variables. It is assumed that pk and Xk=I the identity matrix of order n, and also that β1 are mutually independent, with βk∼Npi, i=1,⋯,k,  where Vk=I, Vi is a known pi nonnegative definite matrix, and σi is an unknown nonnegative parameter, with the additional requirement that σk be strictly positive.

How to cite

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R. Zmyślony. "Quadratically admissible estimators in random models.." Mathematica Applicanda 4.7 (1976): null. <http://eudml.org/doc/293424>.

@article{R1976,
abstract = {The author is concerned with a random model of the form y=1μ+X1β1+⋯+Xkβk, where 1 is the n-vector of ones, μ is an unknown constant, Xi is an n×pi matrix of known constants, and βi is a pi-vector of random variables. It is assumed that pk and Xk=I the identity matrix of order n, and also that β1 are mutually independent, with βk∼Npi, i=1,⋯,k,  where Vk=I, Vi is a known pi nonnegative definite matrix, and σi is an unknown nonnegative parameter, with the additional requirement that σk be strictly positive.},
author = {R. Zmyślony},
journal = {Mathematica Applicanda},
keywords = {},
language = {eng},
number = {7},
pages = {null},
title = {Quadratically admissible estimators in random models.},
url = {http://eudml.org/doc/293424},
volume = {4},
year = {1976},
}

TY - JOUR
AU - R. Zmyślony
TI - Quadratically admissible estimators in random models.
JO - Mathematica Applicanda
PY - 1976
VL - 4
IS - 7
SP - null
AB - The author is concerned with a random model of the form y=1μ+X1β1+⋯+Xkβk, where 1 is the n-vector of ones, μ is an unknown constant, Xi is an n×pi matrix of known constants, and βi is a pi-vector of random variables. It is assumed that pk and Xk=I the identity matrix of order n, and also that β1 are mutually independent, with βk∼Npi, i=1,⋯,k,  where Vk=I, Vi is a known pi nonnegative definite matrix, and σi is an unknown nonnegative parameter, with the additional requirement that σk be strictly positive.
LA - eng
KW -
UR - http://eudml.org/doc/293424
ER -

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