Estimation of a quadratic function of the parameter of the mean in a linear model
Volaufová, Júlia ; Volauf, Peter
Applications of Mathematics, Tome 34 (1989), p. 155-160 / Harvested from Czech Digital Mathematics Library
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The paper deals with an optimal estimation of the quadratic function $\bold{\beta'D\beta}$, where $\beta \in \Cal R^k, \bold D$ is a known $k \times k$ matrix, in the model $\bold{Y, X\beta, \sigma^2I}$. The distribution of $\bold Y$ is assumed to be symmetric and to have a finite fourth moment. An explicit form of the best unbiased estimator is given for a special case of the matrix $\bold X$.

Publié le : 1989-01-01
Classification:  62F10,  62H12,  62J05 
@article{104343,
     author = {J\'ulia Volaufov\'a and Peter Volauf},
     title = {Estimation of a quadratic function of the parameter of the mean in a linear model},
     journal = {Applications of Mathematics},
     volume = {34},
     year = {1989},
     pages = {155-160},
     zbl = {0673.62053},
     mrnumber = {0990302},
     language = {en},
     url = {http://dml.mathdoc.fr/item/104343}
}

Volaufová, Júlia; Volauf, Peter. Estimation of a quadratic function of the parameter of the mean in a linear model. Applications of Mathematics, Tome 34 (1989) pp. 155-160. http://gdmltest.u-ga.fr/item/104343/

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J. Volaufová Estimation of Polynomials in the Regression Model, Aplikace matematiky, Vol. 27 (1982), No. 3, 223-231. (1982) | MR 0658004