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Uniformly best linear-quadratic estimator in a special structure of the regression model. (English) Zbl 0819.62061

Summary: The paper shows the uniformly best linear-quadratic unbiased estimator of the covariance matrix element related to repeated measurements in a regression model where dispersions depend quadratically on mean value parameters. Its consistency with respect to increasing number of repeated measurements is also investigated.

MSC:

62J05 Linear regression; mixed models
62H12 Estimation in multivariate analysis
62F10 Point estimation
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