Characterizations and dispersion-matrix robustness of efficiently estimable parametric functionals in linear models with nuisance parameters

Kenneth Nordström, Johan Fellman

Research output: Contribution to journalArticlepeer-review

3 Citations (Scopus)

Abstract

Algebraic representations, dimensional expressions, and characterizations are given for the subspace of functionals of the main parameters γ, which can be estimated with full efficiency under a linear model (y, Wγ + Zδ, σ2V) containing nuisance parameters δ. Subspaces of functionals of γ, for which the ordinary least-squares estimator is robust against an alternative dispersion matrix V, are obtained, and a particular subspace of such functionals is found wherein the ordinary least-squares estimator is both dispersion-matrix robust and robust against the presence of nuisance parameters.

Original languageEnglish
Pages (from-to)341-361
Number of pages21
JournalLinear Algebra and Its Applications
Volume127
Issue numberC
DOIs
Publication statusPublished - 1990
Externally publishedYes

ASJC Scopus subject areas

  • Algebra and Number Theory
  • Numerical Analysis
  • Geometry and Topology
  • Discrete Mathematics and Combinatorics

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