|
Avtomatika i Telemekhanika, 1981, Issue 6, Pages 44–56
(Mi at5826)
|
|
|
|
This article is cited in 4 scientific papers (total in 4 papers)
Stochastic Systems
Optimal parameter estimates in regression models with a special co variance structure and their application to two-factor experiments
L. P. Sysoev, M. E. Shaikin Moscow
Abstract:
Sufficient statistics and uniformly best unbiased estimates of meants and covariancematrix for a vector signal are obtained under the assumption that constraints of special for are imposed on the parameters. Models of the means and covariances of the observation Vector are obtained in an incomplete two-factor experiment and optimal unbiased estimates are obtained for parameters of these models.
Received: 09.06.1980
Citation:
L. P. Sysoev, M. E. Shaikin, “Optimal parameter estimates in regression models with a special co variance structure and their application to two-factor experiments”, Avtomat. i Telemekh., 1981, no. 6, 44–56; Autom. Remote Control, 42:6 (1981), 735–745
Linking options:
https://www.mathnet.ru/eng/at5826 https://www.mathnet.ru/eng/at/y1981/i6/p44
|
Statistics & downloads: |
Abstract page: | 116 | Full-text PDF : | 42 | First page: | 2 |
|