Bad luck in quadratic improvement of the linear estimator in a special linear model
Applications of Mathematics (1998)
- Volume: 43, Issue: 1, page 1-7
- ISSN: 0862-7940
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topWimmer, Gejza. "Bad luck in quadratic improvement of the linear estimator in a special linear model." Applications of Mathematics 43.1 (1998): 1-7. <http://eudml.org/doc/32993>.
@article{Wimmer1998,
abstract = {The paper concludes our investigations in looking for the locally best linear-quadratic estimators of mean value parameters and of the covariance matrix elements in a special structure of the linear model (2 variables case) where the dispersions of the observed quantities depend on the mean value parameters. Unfortunately there exists no linear-quadratic improvement of the linear estimator of mean value parameters in this model.},
author = {Wimmer, Gejza},
journal = {Applications of Mathematics},
keywords = {linear model with dispersions depending on the mean value parameters; locally best linear-quadratic unbiased estimator (LBLQUE) of mean value parameters; dispersions depending on mean value parameters; locally best linear-quadratic unbiased estimators; mean value estimation; linear models},
language = {eng},
number = {1},
pages = {1-7},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Bad luck in quadratic improvement of the linear estimator in a special linear model},
url = {http://eudml.org/doc/32993},
volume = {43},
year = {1998},
}
TY - JOUR
AU - Wimmer, Gejza
TI - Bad luck in quadratic improvement of the linear estimator in a special linear model
JO - Applications of Mathematics
PY - 1998
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 43
IS - 1
SP - 1
EP - 7
AB - The paper concludes our investigations in looking for the locally best linear-quadratic estimators of mean value parameters and of the covariance matrix elements in a special structure of the linear model (2 variables case) where the dispersions of the observed quantities depend on the mean value parameters. Unfortunately there exists no linear-quadratic improvement of the linear estimator of mean value parameters in this model.
LA - eng
KW - linear model with dispersions depending on the mean value parameters; locally best linear-quadratic unbiased estimator (LBLQUE) of mean value parameters; dispersions depending on mean value parameters; locally best linear-quadratic unbiased estimators; mean value estimation; linear models
UR - http://eudml.org/doc/32993
ER -
References
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