Linear sufficiency and completeness in the context of estimating the parametric function in the general Gauss-Markov model

DOI10.1016/J.JSPI.2007.11.020zbMATH Open1156.62004OpenAlexW1968720387MaRDI QIDQ1007452FDOQ1007452

Jarkko Isotalo, Simo Puntanen

Publication date: 20 March 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2007.11.020

zbMATH Keywords

best linear unbiased estimationlinear estimationlinear sufficiencylinear completeness

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Sufficient statistics and fields (62B05)

Cites Work

• Linear transformations preserving best linear unbiased estimators in a general Gauss-Markoff model
• Title not available (Why is that?)
• Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
• Linear models. An integrated approach
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• The general Gauss-Markov model with possibly singular dispersion matrix
• Linear sufficiency with respect to a given vector of parametric functions
• Sufficiency and completeness in the linear model
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• Four equivalent definitions of reparametrizations and restrictions in linear models
• A study of the equivalence between a gauss-markoff model and its augmentation by nuisance parameters
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• An elementary development of the equation characterizing best linear unbiased estimators
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Cited In (4)

• Linear sufficiency in the general Gauss-Markov model
• A note on the equality of the OLSE and the BLUE of the parametric function in the general Gauss-Markov model
• Title not available (Why is that?)
• Extended Gauss-Markov theorem for nonparametric mixed-effects models

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