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Estimation of variances in orthogonal finite discrete spectrum linear regression models

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Abstract.

The Invariant Quadratic Estimators, the Maximum Likelihood Estimator (MLE) and Restricted Maximum Likelihood Estimator (REML) of variances in an orthogonal Finite Discrete Spectrum Linear Regression Model (FDSLRM) are derived and the problems of unbiasedness and consistency of these estimators are investigated.

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Authors and Affiliations

  1. Faculty of Mathematics, Physics and Informatics Comenius University Bratislava, Slovak Republic

    František Štulajter

  2. Institute of Measurement Science, Slovak Academy of Sciences, Dubrauska cesta 9, 84219, Bratislava, Slovak Republic

    Viktor Witkovský

Authors
  1. František Štulajter
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  2. Viktor Witkovský
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Corresponding author

Correspondence to František Štulajter.

Additional information

Acknowledgement. The research was supported by the grants 1/0272/03, 1/0264/03 and 2/4026/04 of the Slovak Scientific Grant Agency VEGA.

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Štulajter, F., Witkovský, V. Estimation of variances in orthogonal finite discrete spectrum linear regression models. Metrika 60, 105–118 (2004). https://doi.org/10.1007/s001840300299

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  • DOI: https://doi.org/10.1007/s001840300299

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