Displaying similar documents to “Estimation of a quadratic function of the parameter of the mean in a linear model”

Estimation of variance components in mixed linear models

Júlia Volaufová, Viktor Witkovský (1992)

Applications of Mathematics

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The MINQUE of the linear function ' ϑ of the unknown variance-components parameter ϑ in mixed linear model under linear restrictions of the type 𝐑 ϑ = c is defined and derived. As an illustration of this estimator the example of the one-way classification model with the restrictions ϑ 1 = k ϑ 2 , where k 0 , is given.

Locally and uniformly best estimators in replicated regression model

Júlia Volaufová, Lubomír Kubáček (1983)

Aplikace matematiky

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The aim of the paper is to estimate a function γ = t r ( D β β ' ) + t r ( C ) (with d , C known matrices) in a regression model ( Y , X β , ) with an unknown parameter β and covariance matrix . Stochastically independent replications Y 1 , ... , Y m of the stochastic vector Y are considered, where the estimators of X β and are Y ¯ = 1 m i = 1 m Y i and ^ = ( m - 1 ) - 1 i = 1 m ( Y i - Y ¯ ) ( Y i - Y ¯ ) ' , respectively. Locally and uniformly best inbiased estimators of the function γ , based on Y ¯ and ^ , are given.

Estimation in connecting measurements with constraints of type II

Jaroslav Marek (2004)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

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This paper is a continuation of the paper [6]. It dealt with parameter estimation in connecting two–stage measurements with constraints of type I. Unlike the paper [6], the current paper is concerned with a model with additional constraints of type II binding parameters of both stages. The article is devoted primarily to the computational aspects of algorithms published in [5] and its aim is to show the power of 𝐇 * -optimum estimators. The aim of the paper is to contribute to a numerical...