Some notes on linear sufficiency

Radosław Kala (), Simo Puntanen () and Yongge Tian ()
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Radosław Kala: Poznań University of Life Sciences
Simo Puntanen: University of Tampere

Statistical Papers, 2017, vol. 58, issue 1, No 1, 17 pages

Abstract: Abstract In this paper we review some important aspects of the linear sufficiency of statistics $$\mathbf {F}\mathbf {y}$$ F y and consider the relations of the best linear unbiased estimators of the estimable parametric functions under the linear model $$\fancyscript{A}$$ A and its counterpart $$\fancyscript{A}_{t}$$ A t obtained by transforming $$\fancyscript{A}$$ A by the matrix $$\mathbf {F}$$ F . Most results obtained appear in literature but often in scattered form. Our aim is provide a concise view of this problem area and discuss some possible misunderstandings.

Keywords: Best linear unbiased estimator; Generalized inverse; Linear model; Linear sufficiency; Transformed linear model; 62J05; 62J10 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s00362-015-0682-2

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