Cover: Best Linear Unbiased Estimation by Recursive Methods

Best Linear Unbiased Estimation by Recursive Methods

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

Posted on rand.org 1966

by Marvin Blum

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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