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Note on the estimation of parameters of the mean and the variance in n- stage linear models. (English) Zbl 0635.62067
The paper deals with the estimation of the unknown vector parameter of the mean and the parameters of the variance in the general n-stage linear model. Necessary and sufficient conditions for the existence of the uniformly minimum variance unbiased estimator (UMVUE) of the mean- parameter under the condition of normality are given. The commonly used least squares estimators are used to derive the expressions of UMVUE-s in a simple form.

62J05 Linear regression; mixed models
62H12 Estimation in multivariate analysis
62F10 Point estimation
62J10 Analysis of variance and covariance (ANOVA)
Full Text: EuDML
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