Linear Spaces and Minimum Variance Unbiased Estimation
Seely, Justus ; Zyskind, George
Ann. Math. Statist., Tome 42 (1971) no. 6, p. 691-703 / Harvested from Project Euclid
Consideration is given to minimum variance unbiased estimation when the choice of estimators is restricted to a finite-dimensional linear space. The discussion gives generalizations and minor extensions of known results in linear model theory utilizing both the coordinate-free approach of Kruskal and the usual parametric representations. Included are (i) a restatement of a theorem on minimum variance unbiased estimation by Lehmann and Scheffe; (ii) a minor extension of a theorem by Zyskind on best linear unbiased estimation; (iii) a generalization of the covariance adjustment procedure described by Rao; (iv) a generalization of the normal equations; and (v) criteria for existence of minimum variance unbiased estimators by means of invariant subspaces. Illustrative examples are included.
Publié le : 1971-04-14
Classification: 
@article{1177693418,
     author = {Seely, Justus and Zyskind, George},
     title = {Linear Spaces and Minimum Variance Unbiased Estimation},
     journal = {Ann. Math. Statist.},
     volume = {42},
     number = {6},
     year = {1971},
     pages = { 691-703},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177693418}
}
Seely, Justus; Zyskind, George. Linear Spaces and Minimum Variance Unbiased Estimation. Ann. Math. Statist., Tome 42 (1971) no. 6, pp.  691-703. http://gdmltest.u-ga.fr/item/1177693418/