Estimation and Verification of Hypotheses in Some Zyskind‐Martin Models with Missing Values

Abstract Several theorems on estimation and verification of linear hypotheses in some Zyskind‐Martin (ZM) models are given. The assumptions are as follows. Let y = Xβ + e or (y, Xβ, σ2V) be a fixed model where y is a vector of n observations, X is a known matrix nXp with rank r(X) = r ≦ p < n, where p is a number of coordinates of the unknown parameter vector β, e is a random vector of errors with…