Stability of invariant linearly sufficient statistics in the general Gauss-Markov model期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

Stability of invariant linearly sufficient statistics in the general Gauss-Markov model

Authors:	Andrzej Kornacki

Affiliation:	(1) Institute of Applied Mathematics, University of Agriculture, Akademicka 13, 20–934 Lublin, Poland

Abstract:	Necessary and sufficient conditions are derived for the inclusions and to be fulfilled where $J_0 ,J_0^* {text{ and }}J,J^*$ are some classes of invariant linearly sufficient statistics (Oktaba, Kornacki, Wawrzosek (1988)) corresponding to the Gauss-Markov models $GM_0 = (y,X_0 beta _0 ,sigma _0^2 V_0 ){text{ and }}GM = (y,Xbeta ,sigma ^2 V)$ , respectively.

Keywords:	Gauss-Markov model linearly sufficient statistics invariant linearly sufficient statistics
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