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Estimation of a quadratic function of the parameter of the mean in a linear model

Júlia VolaufováPeter Volauf — 1989

Aplikace matematiky

The paper deals with an optimal estimation of the quadratic function β ' 𝐃 β , where β k , 𝐃 is a known k × k matrix, in the model 𝐘 , 𝐗 β , σ 2 𝐈 . The distribution of 𝐘 is assumed to be symmetric and to have a finite fourth moment. An explicit form of the best unbiased estimator is given for a special case of the matrix 𝐗 .

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