Iterative estimators of parameters in linear models with partially variant coefficients

Shaolin Hu; Karl Meinke; Rushan Chen; Ouyang Huajiang

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One of the calibration problems

Lubomír Kubáček, Ludmila Kubáčková (1997)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

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Lubomír Kubáček (2005)

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Recursive method for the two dimensional finite Ising model

Benegas, Julio, Ripoll, Daniel R., Marchi, Ezio (1980)

Portugaliae mathematica

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Multistage regression model

Lubomír Kubáček (1986)

Aplikace matematiky

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Necessary and sufficient conditions are given under which the best linear unbiased estimator (BLUE) ${\hat{β}}_{i} (Y_{1}, \dots, Y_{i})$ is identical with the BLUE ${\hat{β}}_{i} ({\hat{β}}_{1}, \dots, {\hat{β}}_{i - 1}, Y_{i})$ ; $Y_{1} \dots, Y_{i}$ are subvectors of the random vector $Y$ in a general regression model $(Y, X β, \sum)$ , ${(β_{1}^{'}, \dots, β_{i}^{'})}^{'} = β$ a vector of unknown parameters; the design matrix $X$ having a special so called multistage struture and the covariance matrix $\sum$ are given.

Erratum

(1993)

Compositio Mathematica

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