The best linear unbiased estimator in a singular linear regression model (Q1785823)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The best linear unbiased estimator in a singular linear regression model |
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The best linear unbiased estimator in a singular linear regression model (English)
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1 October 2018
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This paper discusses and employs weighted balanced loss functions. The minimum risk properties of linear estimators of linear model coefficients in the class of linear unbiased estimators are derived. Lower and upper relative efficiencies of the best linear unbiased estimator are presented.
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weighted balanced loss function
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singular linear model
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best liner unbiased estimator
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relative efficiency recursive formula
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minimum risk
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