Geodesic
Estimation of parameters of mean and variance in two-stage linear models
Applications of Mathematics, Tome 32 (1987) no. 1, pp. 1-8
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The paper deals with the estimation of unknown vector parameter of mean and scalar parameters of variance as well in two-stage linear model, which is a special type of mixed linear model. The necessary and sufficient condition for the existence of uniformly best unbiased estimator of parameter of means is given. The explicite formulas for these estimators and for the estimators of the parameters of variance as well are derived.
The paper deals with the estimation of unknown vector parameter of mean and scalar parameters of variance as well in two-stage linear model, which is a special type of mixed linear model. The necessary and sufficient condition for the existence of uniformly best unbiased estimator of parameter of means is given. The explicite formulas for these estimators and for the estimators of the parameters of variance as well are derived.
DOI : 10.21136/AM.1987.104230
Classification : 62F10, 62H12, 62J05, 62J99
Keywords: vector parameter; mean; variance; two-stage linear model; mixed linear model; necessary and sufficient condition; existence; uniformly best unbiased estimator 
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Volaufová, Júlia. Estimation of parameters of mean and variance in two-stage linear models. Applications of Mathematics, Tome 32 (1987) no. 1, pp. 1-8. doi: 10.21136/AM.1987.104230

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