Statistical estimation by a linear combination of two given statistics

DOI10.1016/S0167-7152(98)00097-2MaRDI QIDQ1273020zbMATH OpenFDO

Authors Jürgen Gross

Publication date 23 September 1999

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

predictionGauss-Markov modelcovariance adjustment estimationlinear combination of statisticsminimum dispersion linear unbiased estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3301943 (Why is no real title available?)
• scientific article; zbMATH DE number 3341781 (Why is no real title available?)
• scientific article; zbMATH DE number 3374825 (Why is no real title available?)
• A matrix inequality and admissibility of linear estimators with respect to the mean square error matrix criterion
• A study of the influence of the natural restrictions on estimation problems in the singular Gauss-Markov model
• Admissible linear estimators in the general Gauss-Markov model
• Best Linear Recursive Estimation
• Conditions for Positive and Nonnegative Definiteness in Terms of Pseudoinverses
• Covariance adjustment in biased estimation
• Decomposition of Prediction Error
• Estimation via linearly combining two given statistics
• Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix

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(2)

• Estimations of parametric functions under a system of linear regression equations with correlated errors
• On estimation of linear functional by utilizing a prior guess

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