Linear and quadratic sufficiency and commutativity

Mapping Intimacies ◽

10.1063/1.4756496 ◽

2012 ◽

Cited By ~ 1

Author(s):

Sandra S. Ferreira ◽

Dário Ferreira ◽

Célia Nunes

Keyword(s):

Quadratic Sufficiency

Download Full-text

Different kinds of sufficiency in the general Gauss-Markov model

Mathematica Slovaca ◽

10.2478/s12175-007-0033-4 ◽

2007 ◽

Vol 57 (4) ◽

Cited By ~ 2

Author(s):

Andrzej Kornacki

Keyword(s):

Markov Model ◽

Statistical Inference ◽

Mathematical Statistics ◽

General Linear ◽

Linear Sufficiency ◽

Mutual Relations ◽

Quadratic Sufficiency

AbstractSufficiency is one of the fundamental notions in mathematical statistics. In connection with the general linear Gauss-Markov model GM (y,Xβ, σ 2 V), there are some modifications of this notion such as linear sufficiency (Baksalary and Kala, Drygas) invariant linearly sufficiency (Oktaba, Kornacki, Wawrzosek) and quadratic sufficiency (Mueller). All these variants denote such transformations of the model GM that preserve properties essential in statistical inference. In the present paper we give mutual relations between above three classes of statistics.

Download Full-text