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Estimation in a special structure of the linear model. (English) Zbl 0779.62061
The author considers a linear model with diagonal covariance matrix whose elements have the form $$\sigma^ 2(a+b|\varphi|)^ 2$$, where $$\sigma^ 2$$, $$a$$ and $$b$$ are known positive constants. A locally best linear-quadratic unbiased estimator of the elements of the covariance matrix is investigated in some simple cases. The method can be generalized to general cases.

##### MSC:
 62J05 Linear regression; mixed models 62F10 Point estimation
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##### References:
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