| Title:
|
Note on the estimation of parameters of the mean and the variance in $n$-stage linear models (English) |
| Author:
|
Volaufová, Júlia |
| Language:
|
English |
| Journal:
|
Aplikace matematiky |
| ISSN:
|
0373-6725 |
| Volume:
|
33 |
| Issue:
|
1 |
| Year:
|
1988 |
| Pages:
|
41-48 |
| Summary lang:
|
English |
| Summary lang:
|
Russian |
| Summary lang:
|
Slovak |
| . |
| Category:
|
math |
| . |
| Summary:
|
The paper deals with the estimation of the unknown vector parameter of the mean and the parameters of the variance in the general $n$-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. (English) |
| Keyword:
|
general $n$-stage linear model |
| Keyword:
|
necessary and sufficient conditions |
| Keyword:
|
existence of the uniformly minimum variance unbiased estimator |
| Keyword:
|
mean parameter |
| Keyword:
|
condition of normality |
| Keyword:
|
least squares estimators |
| MSC:
|
62F10 |
| MSC:
|
62H12 |
| MSC:
|
62J05 |
| MSC:
|
62J10 |
| idZBL:
|
Zbl 0635.62067 |
| idMR:
|
MR0934373 |
| DOI:
|
10.21136/AM.1988.104285 |
| . |
| Date available:
|
2008-05-20T18:33:49Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/104285 |
| . |
| Reference:
|
[1] J. Kleffe: Simultaneous estimation of expectation and covariance matrix in linear models.Math. Operat. Statist., Ser. Statistics (1978) No 3, 443-478. Zbl 0415.62026, MR 0522072 |
| Reference:
|
[2] L. Kubáček: Multistage regression model.Aplikace matematiky 31 (1986) No. 2, 89-96. MR 0837470 |
| Reference:
|
[3] J. Volaufová: Estimation of parameters of mean and variance in two-stage linear models.Aplikace matematiky 32 (1987) No. 1, 1 - 8. MR 0879324 |
| . |
