Linear sufficiency with respect to a given vector of parametric functions (Q1819867): Difference between revisions

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Latest revision as of 18:04, 17 June 2024

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Linear sufficiency with respect to a given vector of parametric functions
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    Linear sufficiency with respect to a given vector of parametric functions (English)
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    1986
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    Let \(\{\) Y,X\(\beta\),V\(\}\) be a general Gauss-Markov model. FY is said to be linearly sufficient for the estimable function \(K\beta\) if the minimum dispersion linear unbiased estimator of \(K\beta\) is a linear function of FY. Theorem 1 gives a necessary and sufficient condition for such a linear sufficiency. Corollaries deal with some special cases, while theorem 2 considers the problem of linear minimal sufficiency. Applications are given to models with additional information on nuisance parameters, stepwise estimation and seemingly unrelated regressions.
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    MDLUE
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    general Gauss-Markov model
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    linearly sufficient
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    minimum dispersion linear unbiased estimator
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    linear minimal sufficiency
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    nuisance parameters
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    stepwise estimation
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    seemingly unrelated regressions
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