| Title:
|
Bad luck in quadratic improvement of the linear estimator in a special linear model (English) |
| Author:
|
Wimmer, Gejza |
| Language:
|
English |
| Journal:
|
Applications of Mathematics |
| ISSN:
|
0862-7940 (print) |
| ISSN:
|
1572-9109 (online) |
| Volume:
|
43 |
| Issue:
|
1 |
| Year:
|
1998 |
| Pages:
|
1-7 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
The paper concludes our investigations in looking for the locally best linear-quadratic estimators of mean value parameters and of the covariance matrix elements in a special structure of the linear model (2 variables case) where the dispersions of the observed quantities depend on the mean value parameters. Unfortunately there exists no linear-quadratic improvement of the linear estimator of mean value parameters in this model. (English) |
| Keyword:
|
linear model with dispersions depending on the mean value parameters |
| Keyword:
|
locally best linear-quadratic unbiased estimator (LBLQUE) of mean value parameters |
| MSC:
|
62F10 |
| MSC:
|
62H12 |
| MSC:
|
62J05 |
| idZBL:
|
Zbl 0937.62069 |
| idMR:
|
MR1488282 |
| DOI:
|
10.1023/A:1022290206923 |
| . |
| Date available:
|
2009-09-22T17:56:20Z |
| Last updated:
|
2020-07-02 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/134371 |
| . |
| Reference:
|
[1] Kubáček L.: Foundations of Estimation Theory.Elsevier, Amsterdam, 1988. MR 0995671 |
| Reference:
|
[2] Rao C.R. and Mitra S.K.: Generalized Inverse of Matrices and Its Applications.J. Wiley, New York, 1971. MR 0338013 |
| Reference:
|
[3] Rinner K., Benz F.: Jordan/Eggert/Kneissl Handbuch der Vermessungskunde.Band VI, Stuttgart, 1966. |
| Reference:
|
[4] Wimmer G.: Linear model with variances depending on the mean value.Mathematica Slovaca 42 (1992), 223–238. Zbl 0764.62055, MR 1170107 |
| Reference:
|
[5] Wimmer G.: Uniformly best linear-quadratic estimator in a special structure of the regression model.Acta Math. Univ. Comenianae LXI (1992), 243–250. Zbl 0819.62061, MR 1205877 |
| Reference:
|
[6] Wimmer G.: Estimation in a special structure of the linear model.Mathematica Slovaca 43 (1993), 221–264. Zbl 0779.62061, MR 1274604 |
| Reference:
|
[7] Wimmer G.: Linear-quadratic estimators in a special structure of the linear model.Applications of Mathematics 40 (1995), 81–105. Zbl 0832.62050, MR 1314481 |
| Reference:
|
[8] Wimmer G.: Covariance matrix elements estimation: Special linear model without and with repeated measurement.Mathematica Slovaca 47 (1997), . MR 1796337 |
| . |
