Über die schätzmethode minque von C. R. Rao und ihre veraugemeinerung
- 1 January 1972
- journal article
- research article
- Published by Taylor & Francis in Mathematische Operationsforschung und Statistik
- Vol. 3 (2) , 129-143
- https://doi.org/10.1080/02331887208801071
Abstract
The authors give a very simplified proof of the construction procedure of the estimation principle MINQUE presented by C.R.RAO. They show that every MINQUE estimation can be constructed in this manner. They further generalize this procedure to the r-MINQUE principle involving a larger class of problems. Connections of this principle and critical cases may be considered. In certain cases r-MINQUE is able to replace MINQUE.Keywords
This publication has 2 references indexed in Scilit:
- Estimation of Heteroscedastic Variances in Linear ModelsJournal of the American Statistical Association, 1970
- Estimation of Heteroscedastic Variances in Linear ModelsJournal of the American Statistical Association, 1970