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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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