This paper studies the existence of the uniformly minimum risk unbiased (UMRU) estimators of parameters in a class of linear models with an error vector having multivariate normal distribution or t-distribution, which include the growth curve model, the extended growth curve model, the seemingly unr
✦ LIBER ✦
Lower bound of risk in linear unbiased estimation and its application
✍ Scribed by Czesław Stęniak
- Publisher
- Springer Japan
- Year
- 1983
- Tongue
- English
- Weight
- 184 KB
- Volume
- 35
- Category
- Article
- ISSN
- 0020-3157
No coin nor oath required. For personal study only.
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It is well known that in practical situations the observed input-output data of an identified plant are usually corrupted by measurement noise. In this case the ordinary least-squares estimator of the system parameters is biased. In order to obtain a consistent estimator, a new type of modified leas