Linear Sufficiency and Some Applications in Multilinear Estimation.

Abstract

In the linear model Y = B beta + u the question arises when a linear transformation z = Ly contains all information of the linear model. This problem was solved by Baksalary and Kala, Drygas and J. Mueller. As an application we consider the estimation of the variance of the observations, its skewness and its kurtosis. This is done by considering so-called derived models. Linear sufficient statistics are derived for these problems. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1982
Accession Number
ADA125152

Entities

People

  • Hilmar Drygas

Organizations

  • University of Pittsburgh

Tags

DTIC Thesaurus Topics

  • Air Force
  • Computations
  • Covariance
  • Data Science
  • Equations
  • Estimators
  • Information Science
  • Models
  • Multivariate Analysis
  • Observation
  • Random Variables
  • Regression Analysis
  • Scientific Research
  • Skewness
  • Statistics
  • Symmetry
  • Theorems

Fields of Study

  • Mathematics

Readers

  • Analytical Mechanics
  • Regression Analysis.