Necessary and Sufficient Conditions for Consistency of Generalized M-Estimates.
Nonsensitiveness regions for threshold ellipsoids
The problem is to determine nonsensitiveness regions for threshold ellipsoids within a regular mixed linear model.
Nonsensitiveness regions in universal models
Note on inappropriate trend and seasonal elimination
Note on the estimation of parameters of the mean and the variance in -stage linear models
The paper deals with the estimation of the unknown vector parameter of the mean and the parameters of the variance in the general -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.