Some notes on linear sufficiency

In this paper we review some important aspects of the linear sufficiency of statistics F y and consider the relations of the best linear unbiased estimators of the estimable parametric functions under the linear model A and its counterpart A t obtained by transforming A by the matrix F . Most result...

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Bibliographic Details
Published in:Statistical papers (Berlin, Germany) Germany), 2017-03, Vol.58 (1), p.1-17
Main Authors: Kala, Radosław, Puntanen, Simo, Tian, Yongge
Format: Article
Language:English
Subjects:
Economic Theory/Quantitative Economics/Mathematical Methods
Economics
Estimators
Finance
Insurance
Management
Mathematical models
Mathematics and Statistics
Operations Research/Decision Theory
Probability Theory and Stochastic Processes
Random variables
Regular Article
Statistical methods
Statistics
Statistics for Business
Studies
Texts
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Summary:In this paper we review some important aspects of the linear sufficiency of statistics F y and consider the relations of the best linear unbiased estimators of the estimable parametric functions under the linear model A and its counterpart A t obtained by transforming A by the matrix F . Most results obtained appear in literature but often in scattered form. Our aim is provide a concise view of this problem area and discuss some possible misunderstandings.
ISSN:0932-5026
1613-9798
DOI:10.1007/s00362-015-0682-2