Quantum Physics Division
Faculty of PhysicsAdam Mickiewicz University

Between OLSE and BLUE

O. M. Baksalary1 , G. Trenkler2

1 Faculty of Physics, Adam Mickiewicz University, ul. Umultowska 85, PL 61-614 Poznań, Poland
2 Department of Statistics, Dortmund University of Technology, Vogelpothsweg 87, D-44221 Dortmund, Germany

Australian & New Zealand Journal of Statistics, 53, 289–303 (2011)
DOI: 10.1111/j.1467-842X.2011.00635.x


Several estimators of Xβ under the general Gauss–Markov model M={y, , σV} are considered. Particular attention is paid to those estimators whose efficiency lies between that of the ordinary least squares estimator and that of the best linear unbiased estimator.


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