Characterizations and dispersion-matrix robustness of efficiently estimable parametric functionals in linear models with nuisance parameters (Q921781)
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| Language | Label | Description | Also known as |
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| English | Characterizations and dispersion-matrix robustness of efficiently estimable parametric functionals in linear models with nuisance parameters |
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Characterizations and dispersion-matrix robustness of efficiently estimable parametric functionals in linear models with nuisance parameters (English)
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1990
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A linear model containing main and nuisance parameters is considered. The effect of the presence of nuisance parameters and an alternative dispersion matrix on the precision of the best linear unbiased estimators of an arbitrary functional of the main parameters is investigated. Subspaces of those functionals for which the least squares estimators are robust against both criteria are obtained.
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characterizations
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dispersion-matrix robustness
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efficiently estimable parametric functionals
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linear model
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nuisance parameters
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best linear unbiased estimators
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least squares estimators
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