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New results about the relationship between optimally weighted least squares estimate and linear minimum variance estimate - MaRDI portal

New results about the relationship between optimally weighted least squares estimate and linear minimum variance estimate (Q1044774)

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scientific article; zbMATH DE number 5647881
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English
New results about the relationship between optimally weighted least squares estimate and linear minimum variance estimate
scientific article; zbMATH DE number 5647881

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    New results about the relationship between optimally weighted least squares estimate and linear minimum variance estimate (English)
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    15 December 2009
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    conditional expectation
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    linear minimum variance estimation
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    necessary and sufficient condition
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    optimally weighted least squares estimation
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