Robustness of the best linear unbiased estimator and predictor in linear regression models
Applications of Mathematics, Tome 35 (1990) no. 2, pp. 162-168.

Voir la notice de l'article dans Czech Digital Mathematics Library

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.
DOI : 10.21136/AM.1990.104398
Classification : 62F35, 62J05, 62M20
Mots-clés : linear regression model; mean integrated square error; the best linear unbiased estimator and predictor; robustness; covariance matrix 
@article{10_21136_AM_1990_104398,
     author = {\v{S}tulajter, Franti\v{s}ek},
     title = {Robustness of the best linear unbiased estimator and predictor in linear regression models},
     journal = {Applications of Mathematics},
     pages = {162--168},
     publisher = {mathdoc},
     volume = {35},
     number = {2},
     year = {1990},
     doi = {10.21136/AM.1990.104398},
     mrnumber = {1042852},
     zbl = {0704.62049},
     language = {en},
     url = {https://geodesic-test.mathdoc.fr/articles/10.21136/AM.1990.104398/}
}
TY  - JOUR
AU  - Štulajter, František
TI  - Robustness of the best linear unbiased estimator and predictor in linear regression models
JO  - Applications of Mathematics
PY  - 1990
SP  - 162
EP  - 168
VL  - 35
IS  - 2
PB  - mathdoc
UR  - https://geodesic-test.mathdoc.fr/articles/10.21136/AM.1990.104398/
DO  - 10.21136/AM.1990.104398
LA  - en
ID  - 10_21136_AM_1990_104398
ER  - 
%0 Journal Article
%A Štulajter, František
%T Robustness of the best linear unbiased estimator and predictor in linear regression models
%J Applications of Mathematics
%D 1990
%P 162-168
%V 35
%N 2
%I mathdoc
%U https://geodesic-test.mathdoc.fr/articles/10.21136/AM.1990.104398/
%R 10.21136/AM.1990.104398
%G en
%F 10_21136_AM_1990_104398
Štulajter, František. Robustness of the best linear unbiased estimator and predictor in linear regression models. Applications of Mathematics, Tome 35 (1990) no. 2, pp. 162-168. doi : 10.21136/AM.1990.104398. https://geodesic-test.mathdoc.fr/articles/10.21136/AM.1990.104398/

Cité par Sources :