| Title:
|
Estimation of polynomials in the regression model (English) |
| Author:
|
Volaufová, Júlia |
| Language:
|
English |
| Journal:
|
Aplikace matematiky |
| ISSN:
|
0373-6725 |
| Volume:
|
27 |
| Issue:
|
3 |
| Year:
|
1982 |
| Pages:
|
223-231 |
| Summary lang:
|
English |
| Summary lang:
|
Slovak |
| Summary lang:
|
Russian |
| . |
| Category:
|
math |
| . |
| Summary:
|
Let $\bold Y$ be an $n$-dimensional random vector which is $N_n(\bold {A0,K})$ distributed. A minimum variance unbiased estimator is given for $f(o)$ provided $f$ is an unbiasedly estimable functional of an unknown $k$-dimensional parameter $\bold 0$. (English) |
| Keyword:
|
estimation of polynomials |
| Keyword:
|
regression model |
| Keyword:
|
general linear model |
| Keyword:
|
BLUE |
| Keyword:
|
unbiased estimate |
| Keyword:
|
generalized Hermitian polynomial |
| MSC:
|
62F10 |
| MSC:
|
62J05 |
| idZBL:
|
Zbl 0495.62069 |
| idMR:
|
MR0658004 |
| DOI:
|
10.21136/AM.1982.103964 |
| . |
| Date available:
|
2008-05-20T18:19:20Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/103964 |
| . |
| Reference:
|
[1] N. Aronszajn: Theory of Reproducing Kernels.Trans. Amer. Math. Soc. 68 (1950), 337 - 404. Zbl 0037.20701, MR 0051437, 10.1090/S0002-9947-1950-0051437-7 |
| Reference:
|
[2] G. Kallianpur: The Role of RKHS in the Study of Gaussian Processes.In Advances in Probability, vol. 2, M. Dekker INC., New York 1970, 59-83. MR 0283866 |
| Reference:
|
[3] I. A. Ibragimov J. A. Rozanov: Gaussovskie slučajnye procesy.Nauka, Moskva 1970. MR 0272040 |
| Reference:
|
[4] A. Pázman: Optimal Designs for the Estimation of Polynomial Functionals.Kybernetika 17 (1981) (in print.) MR 0629346 |
| Reference:
|
[5] R. C. Rao: Lineární metody statistické indukce a jejich aplikace.Academia, Praha 1978. |
| Reference:
|
[6] R. C. Rao S. K. Mitra: Generalized Inverse of Matrices and Its Applications.John Willey, New York 1971. MR 0338013 |
| Reference:
|
[7] F. Štulajter: Nonlinear Estimators of Polynomials in Mean Values of a Gaussian Stochastic Process.Kybernetika 14 (1978), 3, 206-220. MR 0506650 |
| . |
