Comparison of Linear Experiments with Known Covariances
Stepniak, Czeslaw ; Wang, Song-Gui ; Wu, C. F. Jeff
Ann. Statist., Tome 12 (1984) no. 1, p. 358-365 / Harvested from Project Euclid
For two linear experiments $d_1 = L(X_1\beta, V_1)$ and $d_2 = L(X_2\beta, V_2)$ where the covariances $V_1$ and $V_2$ are known and can be singular or nonsingular, we characterize the following relations: $d_1$ at least as good as $d_2, d_1$ better than $d_2$, and $d_1$ equivalent to $d_2$. Sometimes only a subset of parameters is of interest to the experimenter. We extend the above relations between $d_1$ and $d_2$ to estimation of a common subset of parameters and give analogous characterizations. Three examples are given.
Publié le : 1984-03-14
Classification:  Comparison of experiments,  linear estimation,  $g$-inverse,  block design,  62J05,  62B15,  62J10
@article{1176346413,
     author = {Stepniak, Czeslaw and Wang, Song-Gui and Wu, C. F. Jeff},
     title = {Comparison of Linear Experiments with Known Covariances},
     journal = {Ann. Statist.},
     volume = {12},
     number = {1},
     year = {1984},
     pages = { 358-365},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176346413}
}
Stepniak, Czeslaw; Wang, Song-Gui; Wu, C. F. Jeff. Comparison of Linear Experiments with Known Covariances. Ann. Statist., Tome 12 (1984) no. 1, pp.  358-365. http://gdmltest.u-ga.fr/item/1176346413/