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The linear sufficiency and invariant linear sufficiency in a multivariate Gauss-Markov model

✍ Scribed by Andrzej Kornacki


Publisher
Springer
Year
1995
Tongue
English
Weight
82 KB
Volume
42
Category
Article
ISSN
0026-1335

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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