Linear sufficiency and some applications in multilinear estimation

DOI10.1016/0047-259X(85)90052-1zbMath0578.62005MaRDI QIDQ1066565

Hilmar Drygas

Publication date: 1985

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

linear transformationlinear modelKronecker productsvariancesymmetric tensorskurtosisbest linear unbiased estimatorcovarianceskewnessexpectationlinear sufficiencylinear minimal sufficiency

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Multilinear algebra, tensor calculus (15A69) Sufficient statistics and fields (62B05) Sufficiency and information (62B99)

Related Items

Quadratic prediction and quadratic sufficiency in finite populations ⋮ Predictions and estimations under a group of linear models with random coefficients ⋮ Linear sufficiency in a general growth curve model ⋮ Transformation approaches of linear random-effects models ⋮ Best linear unbiased prediction for linear combinations in general mixed linear models ⋮ Best Quadratic Unbiased Prediction in a General Linear Model with Stochastic Regression Coefficients ⋮ Moments for matrix normal variables ⋮ Nonnegative quadratic estimation and quadratic sufficiency in general linear models ⋮ General linear mixed model and signal extraction problem with constraint ⋮ Sufficient and admissible estimators in general multivariate linear model ⋮ Linear sufficiency in the general Gauss-Markov model

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