Journal article
Some efficiency properties of best linear unbiased estimators
Abstract
In this paper, we show that the best linear unbiased estimators of the location and scale parameters of a location-scale parameter distribution based on a general Type-II censored sample are in fact trace-efficient linear unbiased estimators as well as determinant-efficient linear unbiased estimators. More generally, we show that the best linear unbiased estimators possess complete covariance matrix dominance in the class of all linear unbiased …
Authors
Balakrishnan N; Rao CR
Journal
Journal of Statistical Planning and Inference, Vol. 113, No. 2, pp. 551–555
Publisher
Elsevier
Publication Date
May 2003
DOI
10.1016/s0378-3758(02)00107-6
ISSN
0378-3758