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.


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


[1] Kubáček L., Kubáčková L., Volaufová J.: Statistical models with linear structures. : Veda, Publishing House of the Slovak Academy of Sciences, Bratislava. 1995.
[2] Kubáček L., Kubáčková L.: Statistics, Metrology. : Publishing House of Palacký University, Olomouc. 2000)
[3] Nordström K., Fellman J.: Characterizations and Dispersion-Matrix Robustness of Efficiently Estimable Parametric Functionals in Linear Models with Nuisance Parameters. Linear Algebra and its Applications 127 (1990), 341-361. · Zbl 0709.62063 · doi:10.1016/0024-3795(90)90348-G
[4] Korbašová M., Marek J.: Connecting Measurements in Surveying and its Problems. Proceedings of INGEO 2004 and FIG Regional Central and Eastern European Conference on Engineering Surveying, Bratislava, Slovakia, November 11-13, 2004.
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.