| Title:
|
Estimation of a quadratic function of the parameter of the mean in a linear model (English) |
| Author:
|
Volaufová, Júlia |
| Author:
|
Volauf, Peter |
| Language:
|
English |
| Journal:
|
Aplikace matematiky |
| ISSN:
|
0373-6725 |
| Volume:
|
34 |
| Issue:
|
2 |
| Year:
|
1989 |
| Pages:
|
155-160 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
The paper deals with an optimal estimation of the quadratic function $\bold{\beta'D\beta}$, where $\beta \in \Cal R^k, \bold D$ is a known $k \times k$ matrix, in the model $\bold{Y, X\beta, \sigma^2I}$. The distribution of $\bold Y$ is assumed to be symmetric and to have a finite fourth moment. An explicit form of the best unbiased estimator is given for a special case of the matrix $\bold X$. (English) |
| Keyword:
|
best unbiased quadratic estimator |
| Keyword:
|
quadratic function |
| Keyword:
|
best unbiased estimator |
| Keyword:
|
linear model |
| MSC:
|
62F10 |
| MSC:
|
62H12 |
| MSC:
|
62J05 |
| idZBL:
|
Zbl 0673.62053 |
| idMR:
|
MR0990302 |
| DOI:
|
10.21136/AM.1989.104343 |
| . |
| Date available:
|
2008-05-20T18:36:24Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/104343 |
| . |
| Reference:
|
[1] J. Kleffe: Simultaneous Estimation of Expectation and Covariance Matrix in Linear Models.Math. Operationsforsch. Statist., Ser. Statistics, Vol. 9 (1978) No. 3, 443-478. Zbl 0415.62026, MR 0522072 |
| Reference:
|
[2] J. Volaufová: Estimation of Polynomials in the Regression Model.Aplikace matematiky, Vol. 27 (1982), No. 3, 223-231. MR 0658004 |
| . |
