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The linear sufficiency and invariant linear sufficiency in a multivariate Gauss-Markov model

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References

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  2. Oktaba W, Kornacki A, Wawrzosek J (1988) Invariant linearly sufficient transformations of the general Gauss-Markoff model. Estimation and testing. Scand J Statist 15:117–124

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Kornacki, A. The linear sufficiency and invariant linear sufficiency in a multivariate Gauss-Markov model. Metrika 42, 240–241 (1995). https://doi.org/10.1007/BF01894308

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