Best Linear Unbiased Estimation by Recursive Methods

Marvin Blum

ResearchPosted on rand.org 1966Published in: SIAM Journal of Applied Mathematics, v. 14, no. 1, Jan. 1966, p. 167-180

This paper presents a practical technique for obtaining the best linear unbiased (B.L.U.) estimator for a large class of error correlation models.

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Document Details

  • Copyright: Society for Industrial and Applied Mathematics (SIAM)
  • Availability: Non-RAND
  • Year: 1966
  • Pages: 14
  • DOI: https://doi.org/10.7249/pubs
  • Document Number: EP-196601-01

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