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Linear model with nuisance parameters and with constraints on useful and nuisance parameters. (English) Zbl 1117.62059

Summary: The properties of regular linear models are well known. In this paper, the situation where the vector of the first order parameters is divided into two parts (the vector of the useful parameters and the vector of the nuisance parameters) is considered. It will be shown how the BLUEs of these parameters will be changed by constraints given on them. The theory will be illustrated by an example from the practice.

MSC:

62H12 Estimation in multivariate analysis
62J05 Linear regression; mixed models
62F30 Parametric inference under constraints
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References:

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