Autor(en): | Groß, Jürgen |
Titel: | A Note on Estimation Via Linearly Combining Two Given Statistics |
Sprache (ISO): | en |
Zusammenfassung: | Linear combination of two statistics is considered when some prior knowledge about their expectation and complete knowledge about their joint dispersion is available. The considered setup is more general than those already known in the literature, in the sense that the expectation of one of the statistics is not necessarily assumed to be completely known when estimation of the expectation of the other statistic is of interest. |
Schlagwörter: | covariance adjustment estimation Gauss--Markov model linear combination of statistics minimum dispersion linear unbiased estimation prediction |
URI: | http://hdl.handle.net/2003/4818 http://dx.doi.org/10.17877/DE290R-6720 |
Erscheinungsdatum: | 1997 |
Provinienz: | Universitätsbibliothek Dortmund |
Enthalten in den Sammlungen: | Sonderforschungsbereich (SFB) 475 |
Dateien zu dieser Ressource:
Datei | Beschreibung | Größe | Format | |
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97_02.pdf | DNB | 143.46 kB | Adobe PDF | Öffnen/Anzeigen |
tr02-97.ps | 97.63 kB | Postscript | Öffnen/Anzeigen |
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