Bad luck in quadratic improvement of the linear estimator in a special linear model (Q1978983)

The paper concludes the author's investigations in searching for the locally best linear-quadratic estimators of mean value parameters and of the covariance matrix elements in the normal linear model. For the simple linear regression model, where the dispersions of the observed quantities depend on the mean value parameters, there exists no linear-quadratic improvement of the linear estimator of mean value parameters.