Linear sufficiency and some applications in multilinear estimation (Q1066565)

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Linear sufficiency and some applications in multilinear estimation
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    Linear sufficiency and some applications in multilinear estimation (English)
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    1985
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    In the linear model \(Y=X\beta +u\) the question arises when a linear transformation contains all information in the model. A linear inhomogeneous transformation \(c+Ay\) is called linearly sufficient if there exists a BLUE (best linear unbiased estimator) of Ey which is a linear function of \(c+Ay.\) The paper presents necessary and sufficient conditions for linear sufficiency and linear minimal sufficiency. Then it deals with the computation of expectation and covariance of expressions like \((\epsilon 'A\epsilon)^ 2\), and p-fold Kronecker products. A final section contains results about linear sufficient statistics in multilinear estimation.
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    symmetric tensors
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    variance
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    skewness
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    kurtosis
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    linear model
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    linear transformation
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    best linear unbiased estimator
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    linear sufficiency
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    linear minimal sufficiency
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    expectation
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    covariance
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    Kronecker products
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