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Groß, Jürgen
Year of Publication: 
Series/Report no.: 
Technical Report, SFB 475: Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1997,02
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.
Linear combination of statistics
Gauss-Markov model
minimum dispersion linear unbiased estimation
covariance adjustment estimation
Document Type: 
Working Paper

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