Displaying similar documents to “Estimation of variance components in mixed linear models”

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

Júlia Volaufová, Peter Volauf (1989)

Aplikace matematiky

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The paper deals with an optimal estimation of the quadratic function β ' 𝐃 β , where β ∈ ℛ 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 .

Note on the estimation of parameters of the mean and the variance in n -stage linear models

Júlia Volaufová (1988)

Aplikace matematiky

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The paper deals with the estimation of the unknown vector parameter of the mean and the parameters of the variance in the general n -stage linear model. Necessary and sufficient conditions for the existence of the uniformly minimum variance unbiased estimator (UMVUE) of the mean-parameter under the condition of normality are given. The commonly used least squares estimators are used to derive the expressions of UMVUE-s in a simple form.