Minimum penalty estimate
Pavel Kovanic (1972)
Kybernetika
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Displaying similar documents to “Classification of linear estimators”
Minimum penalty estimate
Robust time series analysis: a survey
Norbert Stockinger, Rudolf Dutter (1987)
Kybernetika
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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.