Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/77259 
Authors: 
Year of Publication: 
1997
Series/Report no.: 
Technical Report No. 1997,02
Publisher: 
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen, Dortmund
Abstract: 
Linear combination of two statistics is considered when some prior knowledge about their expectation and complete knowledge about their joint dispersion is available. The considered setup is more general than those already known in the literature, in the sense that the expectation of one of the statistics is not necessarily assumed to be completely known when estimation of the expectation of the other statistic is of interest.
Subjects: 
Linear combination of statistics
Gauss-Markov model
minimum dispersion linear unbiased estimation
covariance adjustment estimation
prediction
Document Type: 
Working Paper

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