The paper deals with the estimation of the unknown vector parameter of the mean and the parameters of the variance in the general $n$-stage linear model. Necessary and sufficient conditions for the existence of the uniformly minimum variance unbiased estimator (UMVUE) of the mean-parameter under the condition of normality are given. The commonly used least squares estimators are used to derive the expressions of UMVUE-s in a simple form.
@article{104285,
author = {J\'ulia Volaufov\'a},
title = {Note on the estimation of parameters of the mean and the variance in $n$-stage linear models},
journal = {Applications of Mathematics},
volume = {33},
year = {1988},
pages = {41-48},
zbl = {0635.62067},
mrnumber = {0934373},
language = {en},
url = {http://dml.mathdoc.fr/item/104285}
}
Volaufová, Júlia. Note on the estimation of parameters of the mean and the variance in $n$-stage linear models. Applications of Mathematics, Tome 33 (1988) pp. 41-48. http://gdmltest.u-ga.fr/item/104285/
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