Robustness of the best linear unbiased estimator and predictor in linear regression models
Štulajter, František
Applications of Mathematics, Tome 35 (1990), p. 162-168 / Harvested from Czech Digital Mathematics Library
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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.

Publié le : 1990-01-01
Classification:  62F35,  62J05,  62M20 
@article{104398,
     author = {Franti\v sek \v Stulajter},
     title = {Robustness of the best linear unbiased estimator and predictor in linear regression models},
     journal = {Applications of Mathematics},
     volume = {35},
     year = {1990},
     pages = {162-168},
     zbl = {0704.62049},
     mrnumber = {1042852},
     language = {en},
     url = {http://dml.mathdoc.fr/item/104398}
}

Štulajter, František. Robustness of the best linear unbiased estimator and predictor in linear regression models. Applications of Mathematics, Tome 35 (1990) pp. 162-168. http://gdmltest.u-ga.fr/item/104398/

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