The Structure of a Linear Model: Suffici
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Wolfgang Bischoff
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Article
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2000
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Elsevier Science
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English
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Consider a general linear model Y=X;+Z where Cov Z may be known only partially. We investigate carefully the notions of sufficiency, ancillarity, invariance, and equivariance and related notions for projectors in a general linear model. In this way we can prove a Basu type theorem. This result can b