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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1981 Issue 6, Pages 44–56 (Mi at5826)

This article is cited in 4 papers

Stochastic Systems

Optimal parameter estimates in regression models with a special co variance structure and their application to two-factor experiments

L. P. Sysoev, M. E. Shaikin

Moscow

Abstract: Sufficient statistics and uniformly best unbiased estimates of meants and covariancematrix for a vector signal are obtained under the assumption that constraints of special for are imposed on the parameters. Models of the means and covariances of the observation Vector are obtained in an incomplete two-factor experiment and optimal unbiased estimates are obtained for parameters of these models.

UDC: 519.25


Received: 09.06.1980


 English version:
Automation and Remote Control, 1981, 42:6, 735–745

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