Classification of linear estimators
Pavel Kovanic (1979)
Kybernetika
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Displaying similar documents to “Minimum penalty estimate”
Classification of linear estimators
Robustness of the best linear unbiased estimator and predictor in linear regression models
František Štulajter (1990)
Aplikace matematiky
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If is shown that in linear regression models we do not make a great mistake if we substitute some sufficiently precise approximations for the unknown covariance matrix and covariance vector in the expressions for computation of the best linear unbiased estimator and predictor.