Advances and Applications in Statistics
Volume 21, Issue 1, Pages 77 - 83
(March 2011)
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OPTIMAL ESTIMABLE PARAMETRIC FUNCTIONS IN A MULTIVARIATE MIXED LINEAR MODEL
Gabriela Beganu
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Abstract: Parametric functions of the mean are considered in a family of multivariate mixed linear models and a class of the optimal estimable parametric functions is derived. This result is established by using the existence condition of the best linear unbiased estimators (BLUE) expressed in a theorem of Lehmann-Scheffé [8]. A certain covariance operator definite on a real finite dimensional Hilbert space is also used corresponding to the model. |
Keywords and phrases: finite dimensional Hilbert space, optimal estimable parametric function, best linear unbiased estimator. |
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