ESTIMATION OF PARAMETERS IN THE SINGULAR GAUSS-MARKOFF MODEL

被引：13

作者：

RAO, CR ^{[1
]}

机构：

[1] INDIAN STAT INST, CALCUTTA 700035, W BENGAL, INDIA

来源：

COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS | 1979年 / 8卷 / 14期

关键词：

Gauss-Markoff model; singular dispersion matrix; unbiased estimation;

D O I：

10.1080/03610927908827835

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Consider the Gauss-Markoff model (Y, Xβ σ2V) in the usual notation (Rao, 1973a, p. 294), If V is singular, there exists a matrix N such that N'Y has zero covariance, The minimum variance unbiased estimator of an estimable parametric function pis obtained in the wider class of (non-linear) unbiased estimators of the form f(N'Y) + Y'g(N'Y) where f is a scalar and g is a vector function. © 1979, Taylor & Francis Group, LLC. All rights reserved.

引用

页码：1353 / 1358

页数：6

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