Howtosignalprocessing
- What is a best linear unbiased estimator Blue )? Explain?
- How would you explain a best linear unbiased estimator?
- Which estimator is known as blue?
- Is MVUE a blue?
What is a best linear unbiased estimator Blue )? Explain?
The Gauss Markov theorem says that, under certain conditions, the ordinary least squares (OLS) estimator of the coefficients of a linear regression model is the best linear unbiased estimator (BLUE), that is, the estimator that has the smallest variance among those that are unbiased and linear in the observed output ...
How would you explain a best linear unbiased estimator?
1. Best Linear Unbiased Estimator (BLUE) of t′β: The best linear unbiased estimator of t′β is (i) a linear function of the observed vector Y, that is, a function of the form a′Y + a0 where a is an n × 1 vector of constants and a0 is a scalar and. (ii) the unbiased estimator of t′β with the smallest variance.
Which estimator is known as blue?
Under OLS assumptions, OLS estimator is BLUE (least variance among all linear unbiased estimators). Therefore, it is the best (efficient) estimator.
Is MVUE a blue?
MVUE is the Minimum Variance estimator in the class of Unbiased Estimators. They need not be linear. But yes if any Linear estimator is MVUE then it Certainly is BLUE.
