A Note on Estimation Via Linearly Combining Two Given Statistics

Full metadata record

DC Field	Value	Language
dc.contributor.author	Groß, Jürgen	de
dc.date.accessioned	2004-12-06T18:38:01Z	-
dc.date.available	2004-12-06T18:38:01Z	-
dc.date.issued	1997	de
dc.identifier.uri	http://hdl.handle.net/2003/4818	-
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-6720	-
dc.description.abstract	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.	en
dc.format.extent	146904 bytes	-
dc.format.extent	99971 bytes	-
dc.format.mimetype	application/pdf	-
dc.format.mimetype	application/postscript	-
dc.language.iso	en	de
dc.publisher	Universitätsbibliothek Dortmund	de
dc.subject	covariance adjustment estimation	en
dc.subject	Gauss--Markov model	en
dc.subject	linear combination of statistics	en
dc.subject	minimum dispersion linear unbiased estimation	en
dc.subject	prediction	en
dc.subject.ddc	310	de
dc.title	A Note on Estimation Via Linearly Combining Two Given Statistics	en
dc.type	Text	de
dc.type.publicationtype	report	en
dcterms.accessRights	open access	-
Appears in Collections:	Sonderforschungsbereich (SFB) 475

Files in This Item:

File	Description	Size	Format
97_02.pdf	DNB	143.46 kB	Adobe PDF	View/Open
tr02-97.ps		97.63 kB	Postscript	View/Open

This item is protected by original copyright

Show simple item record

This item is protected by original copyright rightsstatements.org