Stability of invariant linearly sufficient statistics in the general Gauss-Markov model (Q1265612)

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Stability of invariant linearly sufficient statistics in the general Gauss-Markov model
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    Stability of invariant linearly sufficient statistics in the general Gauss-Markov model (English)
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    28 September 1998
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    Two general Gauss-Markov models and corresponding classes of invariant linearly sufficient statistics (ILSSs) are investigated. Necessary and sufficient conditions for the inclusion of one class of ILSSs into the other one are derived.
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    Gauss-Markov model
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    invariant linearly sufficient statistics
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