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Uumlber die schaumltzmethode minque von C. R. Rao und ihre veraugemeinerung 

Authors: J. Focke a; G. Dewess a
Affiliation:   a Sektion Mathematik, Karl-Marx-Universtiaumlt Leipzig, Leipzig
DOI: 10.1080/02331887208801071
Publication Frequency: 6 issues per year
Published in: journal Statistics, Volume 3, Issue 2 1972 , pages 129 - 143
Formats available: PDF (English)
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Abstract

The authors give a very simplified proof of the construction procedure of the estimation principle MINQUE presented by C.R.RAO. They show that every MINQUE estimation can be constructed in this manner. They further generalize this procedure to the r-MINQUE principle involving a larger class of problems. Connections of this principle and critical cases may be considered. In certain cases r-MINQUE is able to replace MINQUE.
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