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Article Dans Une Revue Statistical Papers Année : 2023

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

Résumé

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.
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Dates et versions

hal-03909349 , version 1 (21-12-2022)
hal-03909349 , version 2 (12-04-2023)

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  • HAL Id : hal-03909349 , version 2

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Luc Pronzato, Anatoly A. Zhigljavsky. BLUE against OLSE in the location model: energy minimization and asymptotic considerations. Statistical Papers, 2023. ⟨hal-03909349v2⟩
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