Geodesic
Linear-quadratic estimators in a special structure of the linear model
Applications of Mathematics, Tome 40 (1995) no. 2, pp. 81-105

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The paper deals with the linear model with uncorrelated observations. The dispersions of the values observed are linear-quadratic functions of the unknown parameters of the mean (measurements by devices of a given class of precision). Investigated are the locally best linear-quadratic unbiased estimators as improvements of locally best linear unbiased estimators in the case that the design matrix has none, one or two linearly dependent rows.
The paper deals with the linear model with uncorrelated observations. The dispersions of the values observed are linear-quadratic functions of the unknown parameters of the mean (measurements by devices of a given class of precision). Investigated are the locally best linear-quadratic unbiased estimators as improvements of locally best linear unbiased estimators in the case that the design matrix has none, one or two linearly dependent rows.
DOI : 10.21136/AM.1995.134282
Classification : 62F10, 62F99, 62H12, 62J99
Keywords: parametric estimation; linear model with variances depending on the mean value parameters; locally best linear-quadratic unbiased estimator (LBLQUE) 
Wimmer, Gejza. Linear-quadratic estimators in a special structure of the linear model. Applications of Mathematics, Tome 40 (1995) no. 2, pp. 81-105. doi: 10.21136/AM.1995.134282
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