ACTA MATHEMATICA UNIVERSITATIS COMENIANAE

ACTA MATHEMATICA UNIVERSITATIS COMENIANAE

Vol. 61, 2 (1992)
pp. 243-250

UNIFORMLY BEST LINEAR-QUADRATIC ESTIMATOR IN A SPECIAL STRUCTURE OF THE REGRESSION MODEL
G. WIMMER

Abstract. The paper shows the uniformly best linear-quadratic unbiased estimator of the covariance matrix element related to the repeated measurement in a regression model where dispersions depend quadratically on mean value parameters. Its consistency with respect to increasing number of repeated measurements is also investigated.

AMS subject classification.
Keywords. Regression model with repeated measurement and dispersions depending on the mean value parameters, uniformly best linear-quadratic unbiased estimator (UBLQUE) and its consistency

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