A characterization of a Gaussian process in terms of sufficient estimators

DOI10.1016/j.laa.2007.04.018zbMath1118.62012OpenAlexW2069241944MaRDI QIDQ996283

Ana Pérez-Palomares, Ibarrola Pilar

Publication date: 14 September 2007

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2007.04.018

zbMATH Keywords

Gaussian processlinear sufficiencySufficiency

Mathematics Subject Classification ID

Gaussian processes (60G15) Linear regression; mixed models (62J05) Non-Markovian processes: estimation (62M09) Characterization and structure theory of statistical distributions (62E10) Sufficient statistics and fields (62B05)

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Cites Work

• Invariantly sufficient equivariant statistics and characterizations of normality in translation classes
• A characterization of the normal distribution by sufficiency of the least squares estimation
• Linear transformations preserving best linear unbiased estimators in a general Gauss-Markoff model
• Linear sufficiency and linear admissibility in a continuous time Gauss-Markov model.
• The structure of a linear model: sufficiency, ancillarity, invariance, equivariance, and the normal distribution
• Linear completeness in a continuous time Gauss-Markov model
• Sufficiency and completeness in the linear model
• A Sufficient Statistics Characterization of the Normal Distribution
• Unnamed Item

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