Results 91 to 100 of about 23,412 (229)

Small area estimation: an empirical best linear unbiased prediction approach [PDF]

, 2007
In a large scale survey, we are usually concerned with estimation of some characteristics of interest for a large area (e.g., a country). But we are frequently interested in estimating similar characteristics for a subpopulation using the same survey ...
Li, Huilin
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Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions

We first show that the Generalized Least Squares estimator is the best median unbiased estimator of the regression parameters for quite general loss functions, when the parameter space is unrestricted.
Peter C.B. Phillips, Donald W.K. Andrews
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Uncertainty under a multivariate nested-error regression model with logarithmic transformation [PDF]

, 2006
Assuming a multivariate linear regression model with one random factor, we consider the parameters defined as exponentials of mixed effects, i.e., linear combinations of fixed and random effects.
Molina, Isabel
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Further properties of linear prediction suciency and the BLUPs in the linear model with new observations

, 2018
A linear statistic Fy is called linearly sufficient for the estimable parametric function of X*β under the linear model M = {y,Xβ,V} if there exists a matrix A such that AFy is the best linear unbiased estimator, BLUE, for X*β.
Markiewicz, Augustyn, Puntanen, Simo
core   +1 more source

The Pitman comparison of unbiased linear estimators

The canonical form for the comparison of certain linear estimators using Pitman's Measure of Closeness is generalized to the class of all linear estimators.
Fountain, Robert L., Keating, Jerome P.
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"Mixed Effects Prediction under Benchmarking and Applications to Small Area Estimation" [PDF]

The empirical best linear unbiased predictor (EBLUP) in the linear mixed model (LMM) is useful for the small area estimation in the sense of increasing the precision of estimation of small area means.
Tatsuya Kubokawa
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Softly unbiased estimation, part 1: The Gauss-Markov model

, 1999
In the Gauss-Markov Model, weighted least-squares adjustment generates the BLUUE (Best Linear Uniformly Unbiased Estimator). Sometimes the requirement of unbiasedness is questioned as to its usefulness.
Schaffrin, Burkhard
core   +1 more source

New insights into best linear unbiased estimation and the optimality of least-squares

New results in matrix algebra applied to the fundamental bordered matrix of linear estimation theory pave the way towards obtaining additional and informative closed-form expressions for the best linear unbiased estimator (BLUE).
Faliva, Mario, Zoia, Maria Grazia
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On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model

Equality and proportionality of the ordinary least-squares estimator (OLSE), the weighted least-squares estimator (WLSE), and the best linear unbiased estimator (BLUE) for X[beta] in the general linear (Gauss-Markov) model are investigated through the ...
Tian, Yongge, Wiens, Douglas P.
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Multivariate extensions of the Multilevel Best Linear Unbiased Estimator for ensemble-variational data assimilation

Multilevel estimators aim at reducing the variance of Monte Carlo statistical estimators, by combining samples generated with simulators of different costs and accuracies.
Destouches, Mayeul, Gürol, Selime, Mycek, Paul   +2 more
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