Best minimum bias linear estimators in gauss-markoff model |
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| Authors: | Yogendra P. Chaubey |
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| Affiliation: | Department of Mathematics , Concordia University , Montreal, Quebec |
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| Abstract: | In this note we present a criterion for linear estimation which is similar to MV-MB-LE of Rao (1978) in Gauss-Markoff model (Y, XB, α2G). We call this criterion MMS-MB-LE (Minimum Mean Square Error-Minimum Bias-Linear Estimation)> Representations of solutions to such estimators similar to those of Rao (1978) are provided. |
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| Keywords: | generalized inverse minimum bias linear estimator minimum variance linear estimator minimum mean square error linear estimator |
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