Suche nach Personen

plus im Publikationsserver
plus bei BASE
plus bei Google Scholar

Daten exportieren

 

The structure of a linear model : sufficiency, ancillarity, invariance, equivariance and the normal distribution

Titelangaben

Verfügbarkeit überprüfen

Bischoff, Wolfgang:
The structure of a linear model : sufficiency, ancillarity, invariance, equivariance and the normal distribution.
In: Journal of multivariate analysis. 73 (2000). - S. 180-198.
ISSN 0047-259x ; 1095-7243

Kurzfassung/Abstract

Consider a general linear model $Y=X\beta+Z$, where $\text{Cov}\,Z$ may be known only partially. We investigate carefully the notions of sufficiency, ancillarity, invariance, and equivariance and related notions for projectors in a general linear model. In this way we can prove a Basu-type theorem. This result can be used to give the relation between the sufficiency of the generalized least-squares estimator and the assumption that $Z$ is normally distributed. So we can generalize the well-known result that the generalized least-squares estimator is sufficient for $\beta$ if $Z$ is normally distributed. Further we can solve the converse problem as well.

Weitere Angaben

Publikationsform:Artikel
Schlagwörter:linear model; sufficiency; specific sufficiency; ancillarity; invariance; equivariance; normal distribution; partially known covariance matrices
Institutionen der Universität:Mathematisch-Geographische Fakultät > Mathematik > Lehrstuhl für Mathematik - Statistik
Peer-Review-Journal:Ja
Verlag:Elsevier
Die Zeitschrift ist nachgewiesen in:
Titel an der KU entstanden:Nein
KU.edoc-ID:3705
Eingestellt am: 04. Mär 2010 12:47
Letzte Änderung: 10. Jun 2016 11:10
URL zu dieser Anzeige: https://edoc.ku.de/id/eprint/3705/
AnalyticsGoogle Scholar