Comment on C. R. Rao's MINQUE for replicated observations

Lubomír Kubáček

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Robustness of the best linear unbiased estimator and predictor in linear regression models

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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.

Minimum variance quadratic unbiased estimation of variance components

Štefan Varga (1986)

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Optimal elimination of nuisance parameters in mixed linear models

Lubomír Kubáček (1990)

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Linear error propagation law and plug-in estimators

Lubomír Kubáček (2012)

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In mixed linear statistical models the best linear unbiased estimators need a known covariance matrix. However, the variance components must be usually estimated. Thus a problem arises what is the covariance matrix of the plug-in estimators.