BLUE against OLSE in the location model: energy minimization and asymptotic considerations

Pronzato, Luc and Zhigljavsky, Anatoly ORCID: https://orcid.org/0000-0003-0630-8279 2023. BLUE against OLSE in the location model: energy minimization and asymptotic considerations. Statistical Papers 64 , pp. 1187-1208. 10.1007/s00362-023-01423-2

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Abstract

The main purpose of the paper is to uncover the connections between kriging, energy minimization and properties of the ordinary least squares and best linear unbiased estimators in the location model with correlated observations. We emphasize the special role of the constant function and illustrate our results by several examples

Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Mathematics
Publisher:	Springer
ISSN:	0932-5026
Date of First Compliant Deposit:	12 April 2023
Date of Acceptance:	1 March 2023
Last Modified:	30 Mar 2024 11:44
URI:	https://orca.cardiff.ac.uk/id/eprint/158593

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