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Keywords:
inversion of partitioned matrices; Rohde formula; twoepoch regression model; useful and nuisance parameters; best linear estimators of the mean value parameter
inversion of partitioned matrices; Rohde formula; twoepoch regression model; useful and nuisance parameters; best linear estimators of the mean value parameter
Summary:
References:
[1] Harville D. A.: Matrix Algebra From a Statistican’s Perspective. : Springer-Verlag, New York. 1999. MR 1467237
[2] Kubáček L., Kubáčková L., Volaufová J.: Statistical Models with Linear Structures. : Veda, Publishing House of the Slovak Academy of Sciences, Bratislava. 1995.
[3] Kunderová P.: Locally best and uniformly best estimators in linear model with nuisance parameters. Tatra Mt. Math. Publ. 3 (2001), 27–36. MR 1889032 | Zbl 1001.62021
[4] Nordström K., Fellman J.: Characterizations and dispersion-matrix robustness of efficiently estimable parametric functionals in linear models with nuisance parameters. Linear Algebra Appl. 127 (1990), 341–361. MR 1048807 | Zbl 0709.62063
[5] Štulajter F.: Predictions in Time Series Using Regression Models. : Springer-Verlag, New York. 2002. MR 1901566
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