The linear model with variance-covariance components and jackknife estimation

zbMath0797.62057MaRDI QIDQ1332488

Jaromír Kudeláš

Publication date: 25 October 1994

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/32874

zbMATH Keywords

consistencylinear modelleast squares methodGauss-Markov estimatorunbiased estimatordeletion of observationsbiased estimateestimator of variance-covariance componentsgeneralized jackknife estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Linear inference, regression (62J99) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

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• Consistency of linear and quadratic least squares estimators in regression models with covariance stationary errors
• An unbalanced jackknife
• NOTES ON BIAS IN ESTIMATION
• When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach
• Linear Statistical Inference and its Applications

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