Statistical estimation by a linear combination of two given statistics

DOI10.1016/S0167-7152(98)00097-2zbMath0920.62067MaRDI QIDQ1273020

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

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

Related Items (1)

Estimations of parametric functions under a system of linear regression equations with correlated errors

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimation via linearly combining two given statistics
• A matrix inequality and admissibility of linear estimators with respect to the mean square error matrix criterion
• Admissible linear estimators in the general Gauss-Markov model
• A study of the influence of the natural restrictions on estimation problems in the singular Gauss-Markov model
• Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
• Covariance adjustment in biased estimation
• Decomposition of Prediction Error
• Best Linear Recursive Estimation
• Conditions for Positive and Nonnegative Definiteness in Terms of Pseudoinverses

This page was built for publication: Statistical estimation by a linear combination of two given statistics