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A Note on Blus Estimation

 

作者: H. Neudecker,  

 

期刊: Journal of the American Statistical Association  （Taylor Available online 1969）
卷期: Volume 64, issue 327  

页码: 949-952

 

ISSN:0162-1459

 

年代: 1969

 

DOI:10.1080/01621459.1969.10501026

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

For the classical linear model, Theil and Koerts developed the so-called best linear unbiased scalar-variance-matrix (BLUS) estimator. In this note a theorem on the variance matrix of the BLUS estimation errors will be proved. A new derivation will be given for “price” and “efficiency” of the estimator, as defined by Koerts.

 

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