Stability of invariant linearly sufficient statistics in the general Gauss-Markov model |
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Authors: | Andrzej Kornacki |
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Affiliation: | (1) Institute of Applied Mathematics, University of Agriculture, Akademicka 13, 20–934 Lublin, Poland |
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Abstract: | Necessary and sufficient conditions are derived for the inclusions and to be fulfilled where are some classes of invariant linearly sufficient statistics (Oktaba, Kornacki, Wawrzosek (1988)) corresponding to the Gauss-Markov models , respectively. |
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Keywords: | Gauss-Markov model linearly sufficient statistics invariant linearly sufficient statistics |
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