| Title:
|
Linear error propagation law and plug-in estimators (English) |
| Author:
|
Kubáček, Lubomír |
| Language:
|
English |
| Journal:
|
Applications of Mathematics |
| ISSN:
|
0862-7940 (print) |
| ISSN:
|
1572-9109 (online) |
| Volume:
|
57 |
| Issue:
|
6 |
| Year:
|
2012 |
| Pages:
|
655-666 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
In mixed linear statistical models the best linear unbiased estimators need a known covariance matrix. However, the variance components must be usually estimated. Thus a problem arises what is the covariance matrix of the plug-in estimators. (English) |
| Keyword:
|
mixed linear model |
| Keyword:
|
variance components |
| Keyword:
|
plug-in estimator |
| MSC:
|
62H12 |
| MSC:
|
62J05 |
| idZBL:
|
Zbl 1274.62450 |
| idMR:
|
MR3010243 |
| DOI:
|
10.1007/s10492-012-0040-9 |
| . |
| Date available:
|
2012-11-10T20:48:49Z |
| Last updated:
|
2020-07-02 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/143009 |
| . |
| Reference:
|
[1] Kubáček, L.: Nonlinear error propagation law.Appl. Math. 41 (1996), 329-345. MR 1404545 |
| Reference:
|
[2] Kubáček, L., Kubáčková, L., Tesaříková, E., Marek, J.: How the design of an experiment influences the nonsensitiveness regions in models with variance components.Appl. Math. 43 (1998), 439-460. MR 1652104, 10.1023/A:1023269321385 |
| Reference:
|
[3] Kubáček, L., Kubáčková, L.: Nonsensitiveness regions in universal models.Math. Slovaca 50 (2000), 219-240. MR 1763121 |
| Reference:
|
[4] Kubáček, L., Kubáčková, L.: Statistics and Metrology.Publishing House of Palacký University Olomouc (2000), Czech. |
| Reference:
|
[5] Rao, C. R.: Linear Statistical Inference and Its Applications.John Wiley & Sons New York-London-Sydney (1965). Zbl 0137.36203, MR 0221616 |
| Reference:
|
[6] Rao, C. R., Mitra, S. K.: Generalized Inverse of Matrices and Its Applications.John Wiley & Sons New York-London-Sydney-Toronto (1971). Zbl 0236.15005, MR 0338013 |
| Reference:
|
[7] Rao, C. R., Kleffe, J.: Estimation of Variance Components and Applications.North Holland Amsterdam-New York-Oxford-Tokyo (1988). Zbl 0645.62073, MR 0933559 |
| . |
