Elimination of nuisance parameters in a regression model
Lubomír Kubáček (1986)
Mathematica Slovaca
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Displaying similar documents to “Minimum mean square error estimation”
Elimination of nuisance parameters in a regression model
Regression model with estimated covariance matrix
Lubomír Kubáček (1983)
Mathematica Slovaca
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Testing statistical hypotheses in deformation measurement; one generalization of the Scheffé theorem
Lubomír Kubáček, Ludmila Kubáčková (1998)
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
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Robustness of the best linear unbiased estimator and predictor in linear regression models
František Štulajter (1990)
Aplikace matematiky
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If is shown that in linear regression models we do not make a great mistake if we substitute some sufficiently precise approximations for the unknown covariance matrix and covariance vector in the expressions for computation of the best linear unbiased estimator and predictor.