Simultaneous estimation of expectation and covarianee matrix in linear models 2 : Series Statistics: Vol 9, No 3

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Abstract

We consider a mixed linear model

and derive minimum variance unbiased estimates of linear parametric functions

within the. class of quadratic estimating functions

²Paper given at the 16^th Scientific Session on Stochastics in Eisenach (G.D.R.), Oct 1977, Prof. Dr. H. Aheens (Berlin) in the Chair.

Notes

²Paper given at the 16^th Scientific Session on Stochastics in Eisenach (G.D.R.), Oct 1977, Prof. Dr. H. Aheens (Berlin) in the Chair.

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Simultaneous estimation of expectation and covarianee matrix in linear modelsFootnote²
²Paper given at the 16^th Scientific Session on Stochastics in Eisenach (G.D.R.), Oct 1977, Prof. Dr. H. Aheens (Berlin) in the Chair.

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Simultaneous estimation of expectation and covarianee matrix in linear modelsFootnote22Paper given at the 16th Scientific Session on Stochastics in Eisenach (G.D.R.), Oct 1977, Prof. Dr. H. Aheens (Berlin) in the Chair.

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Simultaneous estimation of expectation and covarianee matrix in linear modelsFootnote²
²Paper given at the 16^th Scientific Session on Stochastics in Eisenach (G.D.R.), Oct 1977, Prof. Dr. H. Aheens (Berlin) in the Chair.