Prediction of a Small Area Mean for an Infinite Population when the Variance Components Are Random [PDF]
In this paper, we propose a new model with random variance components for estimating small area characteristics. Under the proposed model, we derive the empirical best linear unbiased estimator, an approximation to terms of order and an estimator whose ...
Stefan, Marius
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Positive semidefiniteness of estimated covariance matrices in linear models for sample survey data
Special Matrices, 2016 Descriptive analysis of sample survey data estimates means, totals and their variances in a design framework. When analysis is extended to linear models, the standard design-based method for regression parameters includes inverse selection probabilities ...
Haslett Stephen
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Best Linear Unbiased Estimators for Fusion of Multiple CYGNSS Soil Moisture Products
IEEE Journal of Selected Topics in Applied Earth Observations and Remote SensingNASA's Cyclone Global Navigation Satellite System (CYGNSS) mission has gained significant attention within the land remote sensing community for estimating soil moisture (SM) using the Global Navigation System Reflectometry technique.
M M Nabi +3 more
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Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions
, 1986 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.
Fair, Ray C.
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Best affine unbiased representations in the fully restricted general Gauss-Markov model
, 2006 This article completes and simplifies earlier results on the derivation of best linear, or affine, unbiased estimates in the general Gauss-Markov model with a singular dispersion matrix and additional restrictions under very general conditions.
Haupt, Harry, Oberhofer, Walter
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Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order [PDF]
This paper analyzes the performance of heteroskedasticity-and-autocorrelation-consistent (HAC) covariance matrix estimators in which the residuals are prewhitened using a vector autoregressive (VAR) filter.
Wouter J. den Haan, Andrew T. Levin
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A Homogeneous Class of Linear Estimators and Stronger Aitken Estimator [PDF]
We define a new class of linear estimators which includes as a subset all linear unbiased estimators. Subsequently, we establish Aitken estimator, the best linear unbiased estimator, further as the best in this larger class of linear estimators.
Marcellus Snow, Eric Iksoon Im
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An evaluation of ridge estimator in linear mixed models: an example from kidney failure data
, 2017 This paper is concerned with the ridge estimation of fixed and random effects in the context of Henderson's mixed model equations in the linear mixed model. For this purpose, a penalized likelihood method is proposed.
Özkale M.R., Can F.
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An elementary development of the equation characterizing best linear unbiased estimators
, 2004 Puntanen et al. [J. Statist. Plann. Inference 88 (2000) 173] provided two matrix-based proofs of the result stating that a linear estimator By represents the best linear unbiased estimator (BLUE) of the expectation vector Xβ under the general Gauss ...
Baksalary, Jerzy K
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Best linear unbiased estimator of the molecular genetic distance between inbred lines
, 1997 International audienceThis paper deals with the statistical properties of the molecular genetic distance between two inbred lines. It is shown that, conditionally on genetic map data, relatedness between inbred lines induces correlations between distance
Smith, J.S.C. +3 more
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