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Statistical estimation by a linear combination of two given statistics

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  • Gro[beta], Jürgen

Abstract

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.

Suggested Citation

  • Gro[beta], Jürgen, 1998. "Statistical estimation by a linear combination of two given statistics," Statistics & Probability Letters, Elsevier, vol. 39(4), pages 379-384, August.
    • Handle: RePEc:eee:stapro:v:39:y:1998:i:4:p:379-384
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    References listed on IDEAS

    as
    1. Baksalary, Jerzy K. & Trenkler, Gotz, 1991. "Covariance adjustment in biased estimation," Computational Statistics & Data Analysis, Elsevier, vol. 12(2), pages 221-230, September.
    2. Rao, C. Radhakrishna, 1973. "Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix," Journal of Multivariate Analysis, Elsevier, vol. 3(3), pages 276-292, September.
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