Linear error propagation law and plug-in estimators. (Q1941788)
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scientific article; zbMATH DE number 6147981
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear error propagation law and plug-in estimators. |
scientific article; zbMATH DE number 6147981 |
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Linear error propagation law and plug-in estimators. (English)
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21 March 2013
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In mixed linear statistical models the estimated parameters of the covariance matrix (variance components) which must be used for the estimation of some parameters of the mean value of the observation vector make it necessary to use the plug-in estimator instead of the best linear unbiased estimator. This enlarges the variances and the problem is to determine this enlargement in comparison to the variances of the BLUE. The paper gives an approximation of this enlargement.
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mixed linear statistical models
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variance components
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