Results 71 to 80 of about 23,412 (229)

Component-wise conditionally unbiased widely linear MMSE estimation

, 2017
Biased estimators can outperform unbiased ones in terms of the mean square error (MSE). The best linear unbiased estimator (BLUE) fulfills the so called global conditional unbiased constraint when treated in the Bayesian framework.
Lang, Oliver, Huemer, Mario, Hofbauer, Christian   +2 more
core   +1 more source

Inferences About Two-Parameter Multicollinear Gaussian Linear Regression Models: An Empirical Type I Error and Power Comparison

Stats
In linear regression analysis, the independence assumption is crucial and the ordinary least square (OLS) estimator generally regarded as the Best Linear Unbiased Estimator (BLUE) is applied.
Md Ariful Hoque, Zoran Bursac, B. M. Golam Kibria   +2 more
doaj   +1 more source

A semi-parametric bootstrap-based best linear unbiased estimator of location under symmetry. [PDF]

Commun Stat Simul Comput, 2022
Hutson AD.
europepmc   +1 more source

The equivalence of regression-simple and best-linear-unbiased estimators with Type II censored data from a location scale distribution

, 1986
This article gives necessary and sufficient conditions for the equivalence of the simple linear unbiased estimator (SLUE) and the best linear unbiased estimator (BLUE) of the parameters when there are k independent sources of Type II censored data from a
Escobar, Luis A.
core   +1 more source

Systematic bias of selected estimates applied in vertical displacement analysis

Journal of Geodetic Science, 2020
In surveying problems we almost always use unbiased estimators; however, even unbiased estimator might yield biased assessments, which is due to data.
Wyszkowska P., Duchnowski R.
doaj   +1 more source

A blocking and regularization approach to high dimensional realized covariance estimation [PDF]

, 2009
We introduce a regularization and blocking estimator for well-conditioned high-dimensional daily covariances using high-frequency data. Using the Barndorff-Nielsen, Hansen, Lunde, and Shephard (2008a) kernel estimator, we estimate the covariance matrix ...
Hautsch, Nikolaus, Lada M. Kyj, Oomen, Roel C.A., Roel C. A. Oomen, Nikolaus Hautsch, Kyj, Lada M., Oomen, Roel C. A.   +6 more
core   +1 more source

Best Linear Unbiased Estimate from Privatized Contingency Tables

J. Mach. Learn. Res.
In differential privacy (DP) mechanisms, it can be beneficial to release "redundant" outputs, where some quantities can be estimated in multiple ways by combining different privatized values. Indeed, the DP 2020 Decennial Census products published by the U.S. Census Bureau consist of such redundant noisy counts.
Jordan Awan, Adam Edwards, Paul Bartholomew, Andrew Sillers   +3 more
openaire   +3 more sources

A Spatial Unit Level Model for Small Area Estimation

Revstat Statistical Journal, 2011
This paper approaches the problem of small area estimation in the framework of spatially correlated data. We propose a class of estimators allowing the integration of sample information of a spatial nature.
Pedro S. Coelho , Luís N. Pereira
doaj   +1 more source

The Efficiency of Split Panel Designs in an Analysis of Variance Model.

PLoS ONE, 2016
We consider split panel design efficiency in analysis of variance models, that is, the determination of the cross-sections series optimal proportion in all samples, to minimize parametric best linear unbiased estimators of linear combination variances ...
Xin Liu, Wei-Guo Wang, Hai-Jun Liu
doaj   +1 more source

Doppler Frequency Shift Based Source Localization in Presence of Sensor Location Errors

IEEE Access, 2018
In this paper, the Doppler frequency shift-based localization problem in the presence of sensor location errors is addressed. Based on the measurement model, we present two methods, an explicit solution and a semidefinite relaxation (SDR) technique, to ...
Lijuan Deng, Ping Wei, Zhan Zhang, Huaguo Zhang   +3 more
doaj   +1 more source