Estimation of a quadratic function of the parameter of the mean in a linear model.

Autor:	Volaufová, Júlia
Další autoři:	Volauf, Peter, 1949-
Jazyk:	angličtina
Předmět:	matematika mathematics články journal articles best unbiased quadratic estimator quadratic function best unbiased estimator linear model
Druh dokumentu:	Non-fiction
ISSN:	0373-6725
Abstrakt:	Abstract: The paper deals with an optimal estimation of the quadratic function $\bold{\beta'D\beta}$, where $\beta \in \Cal R^k, \bold D$ is a known $k \times k$ matrix, in the model $\bold{Y, X\beta, \sigma^2I}$. The distribution of $\bold Y$ is assumed to be symmetric and to have a finite fourth moment. An explicit form of the best unbiased estimator is given for a special case of the matrix $\bold X$.
Databáze:	Katalog Knihovny AV ČR
Externí odkaz:	Plný text