A Note on Estimation Via Linearly Combining Two Given Statistics

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.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.identifier.uri	http://hdl.handle.net/2003/4818
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-6720
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

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