Results 251 to 260 of about 7,710 (298)

Best Linear Unbiased Estimation for the Aitken Model

2020
Recall from Chap. 7 that the least squares estimators of estimable functions are best linear unbiased estimators (BLUEs) of those functions under the Gauss–Markov model. But it turns out that this is not necessarily so under linear models having a more general variance–covariance structure, such as the Aitken model.
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On equality of ordinary least squares estimator, best linear unbiased estimator and best linear unbiased predictor in the general linear model

Journal of Statistical Planning and Inference, 2009
The equality of ordinary least squares estimator (OLSE), best linear unbiased estimator (BLUE) and best linear unbiased predictor (BLUP) in the general linear model with new observations is investigated through matrix rank method, some new necessary and sufficient conditions are given.
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Best Linear Unbiased Estimation by Recursive Methods

SIAM Journal on Applied Mathematics, 1966
Introduction. The classical linear estimation problem for a finite number of parameters using least squares dates back to Gauss [1]. In a paper by Aitken [2], the method of parameter estimation was generalized. Instead of obtaining the set of parameters which minimize the sum of squares of the residuals (difference between the observed and expected ...
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Best Linear Unbiased Estimation of Location and Scale Parameters

1999
Let us now assume that we have a random sample of size n, X 1, X 2,…, X n , from a three-parameter lognormal distribution [obtained by introducing location and scale parameters in (2.3)] with probability density function $$ \begin{gathered} f(x|\mu ,\sigma ,k) \hfill \\ \,\,\,\,\,\, = \frac{1}{{\left( {{{(k - 1)}^{{\raise0.7ex\hbox{${ - 1 ...
Narayanaswamy Balakrishnan, William W. S. Chen   +1 more
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Best Linear Unbiased Estimation and Prediction under a Selection Model

Biometrics, 1975
Mixed linear models are assumed in most animal breeding applications. Convenient methods for computing BLUE of the estimable linear functions of the fixed elements of the model and for computing best linear unbiased predictions of the random elements of the model have been available.
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A Note on the Best Linear Unbiased Estimation Based on Order Statistics

The American Statistician, 1997
Abstract Best linear unbiased estimators of location and scale parameters based on order statistics (from either complete or Type-II censored samples) are usually illustrated with exponential and uniform distributions. But the derivations in these two cases involve the explicit inverse of a diagonal matrix of Type 2 and extensive algebraic ...
C. R. Rao, Narayanaswamy Balakrishnan
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Mean driven balance and uniformly best linear unbiased estimators

Statistical Papers, 2014
The equivalence of ordinary least squares estimators (OLSE) and Gauss–Markov estimators for models with variance–covariance matrix $$\sigma ^2{\mathbf M}$$ is extended to derive a necessary and sufficient ...
Francisco Carvalho, Francisco Carvalho, Inês Sequeira, João T. Mexia, Roman Zmyślony, Roman Zmyślony   +5 more
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A note on best linear unbiased estimation in the restricted general linear model

Series Statistics, 1983
Baksalary and Kala (1979) considered the problem of best linear unbiased estimation in the restricted general linear model and gave a necessary and sufficient condition for the Blue of every estimable parametric function under the unrestricted model to be its Blue under the restricted model also. Unfortunately, their result is not true, in general.
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Best linear P-unbiased estimators for a one-equation model [PDF]

, 1973
In this chapter the best linear P-unbiased estimators for a model consisting of one equation and any given covariance matrix will be derived.
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Best Linear Unbiased Estimation

2022
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