Linear sufficiency and some applications in multilinear estimation

Hilmar Drygas

Journal of Multivariate Analysis, 1985, vol. 16, issue 1, 71-84

Abstract: In the linear model Y = X[beta] + u the question arises when a linear transformation z = Ly contains all information of the linear model. This problem was solved by[2], Drygas (, forthcoming) and [11]). As an application the estimation of the variance of the observations, its skewness, and its kurtosis are considered. This is done by considering so-called derived models. ( [1], Fourth Berkeley Symp. Math. Statist. Prob. 1, 1-36; [14], Metrika 27, 103-113;[10], Math. Operationsforsch. Statist. Ser. Statist. 9, 443-478). Linear sufficient statistics are derived for these problems.

Keywords: Linear; models; tensor-products; symmetric; tensors; variance; skewness; kurtosis; multilinear; estimation; linearly; sufficient; statistics (search for similar items in EconPapers)
Date: 1985
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Citations: View citations in EconPapers (6)

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