Quadratic unbiased estimation of nonstandard parametric functions

MaRDI QIDQ2702769zbMATH OpenFDO

Authors Czesław Stępniak

Publication date 13 March 2001

Published in Mathematica Slovaca (Search for Journal in Brave)

zbMATH Keywords

estimabilityquadratic estimationseminormal linear modelUBQUE estimatorunbiased estimation

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05)

Review text

Unbiased quadratic estimators are considered in a seminormal linear model. All quadratically estimable parameter functions are characterized in this model. Moreover, for such functions, the uniformly best quadratic unbiased estimators (UBQUE) and their variances are given explicitly.

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(6)

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• Best linear near unbiased estimation for nonlinear signal models via semi-infinite programming approach
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• A general structure for the unbiased estimate of the parameter's estimable function in linear regression
• OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE

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