The Pitman comparison of unbiased linear estimators
β Scribed by Robert L. Fountain; Jerome P. Keating
- Publisher
- Elsevier Science
- Year
- 1994
- Tongue
- English
- Weight
- 497 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
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 X under the general Gauss-Markov model M = {y, X , Ο 2 V} if and only if B(X
For many typical instances where Monte Carlo methods are applied attempts were made to find unbiased estimators, since for them the Monte Carlo error reduces to the statistical error. These problems usually take values in the scalar field. If we study vector valued Monte Carlo methods, then we are c