Geodesic
Bad luck in quadratic improvement of the linear estimator in a special linear model
Applications of Mathematics, Tome 43 (1998) no. 1, pp. 1-7.

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The paper concludes our investigations in looking for the locally best linear-quadratic estimators of mean value parameters and of the covariance matrix elements in a special structure of the linear model (2 variables case) where the dispersions of the observed quantities depend on the mean value parameters. Unfortunately there exists no linear-quadratic improvement of the linear estimator of mean value parameters in this model.
DOI : 10.1023/A:1022290206923
Classification : 62F10, 62H12, 62J05
Keywords: linear model with dispersions depending on the mean value parameters; locally best linear-quadratic unbiased estimator (LBLQUE) of mean value parameters 
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Wimmer, Gejza. Bad luck in quadratic improvement of the linear estimator in a special linear model. Applications of Mathematics, Tome 43 (1998) no. 1, pp. 1-7. doi : 10.1023/A:1022290206923. http://geodesic.mathdoc.fr/articles/10.1023/A:1022290206923/

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