IDEAS home Printed from https://ideas.repec.org/p/zbw/sfb475/199702.html
   My bibliography  Save this paper

A note on estimation via linearly combining two given staistics

Author

Listed:
  • Groß, 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

  • Groß, Jürgen, 1997. "A note on estimation via linearly combining two given staistics," Technical Reports 1997,02, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    • Handle: RePEc:zbw:sfb475:199702
    as

    Download full text from publisher

    File URL: https://www.econstor.eu/bitstream/10419/77259/2/1997-02.pdf
    Download Restriction: no
    ---><---

    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.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Lichun Wang, 2018. "On Seemingly Unrelated Regressions with Linear Restrictions," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 6(4), pages 110-113, April.
    2. 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.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:sfb475:199702. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ZBW - Leibniz Information Centre for Economics (email available below). General contact details of provider: https://edirc.repec.org/data/isdorde.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.