Uniformly best linear-quadratic estimator in a specialstrucrure of the regression model
Gejza Wimmer · Acta Mathematica Universitatis Comenianae · 1992
The paper shows the uniformly best linear-quadratic unbiased esti- mator of the covariance matrix element related to the repeated measurement in a regression model where dispersions depend quadratically on mean value parameters. Its consistency with respect to increasing number of rep eated measurements is also investigated.