Linear Sufficiency and Some Applications in Multilinear Estimation.
PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS
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In the linear model Y B beta u the question arises when a linear transformation z Ly contains all information of the linear model. This problem was solved by Baksalary and Kala, Drygas and J. Mueller. As an application we consider the estimation of the variance of the observations, its skewness and its kurtosis. This is done by considering so-called derived models. Linear sufficient statistics are derived for these problems. Author
- Statistics and Probability