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

DOI10.1016/J.JSPI.2007.11.020zbMATH1156.62004OpenAlexW1968720387MaRDI QIDQ1007452FDOQ1007452

Authors 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)

Recommendations

• Linear sufficiency in the general Gauss-Markov model
• scientific article; zbMATH DE number 500458
• scientific article; zbMATH DE number 5230154
• Linear sufficiency with respect to a given vector of parametric functions
• scientific article; zbMATH DE number 3850259

Cites work

• scientific article; zbMATH DE number 1656905 (Why is no real title available?)
• scientific article; zbMATH DE number 3850259 (Why is no real title available?)
• scientific article; zbMATH DE number 3341781 (Why is no real title available?)
• scientific article; zbMATH DE number 3373921 (Why is no real title available?)
• scientific article; zbMATH DE number 3192509 (Why is no real title available?)
• A study of the equivalence between a gauss-markoff model and its augmentation by nuisance parameters
• An elementary development of the equation characterizing best linear unbiased estimators
• Four equivalent definitions of reparametrizations and restrictions in linear models
• Linear models. An integrated approach
• Linear sufficiency with respect to a given vector of parametric functions
• Linear transformations preserving best linear unbiased estimators in a general Gauss-Markoff model
• Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
• Sufficiency and completeness in the linear model
• The general Gauss-Markov model with possibly singular dispersion matrix

Cited in

(4)

• scientific article; zbMATH DE number 500458 (Why is no real title available?)
• 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
• Extended Gauss-Markov theorem for nonparametric mixed-effects models

This page was built for publication: Linear sufficiency and completeness in the context of estimating the parametric function in the general Gauss-Markov model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1007452)