Abstract

AbstractThe problem of the best linear unbiased estimation (BLUE) of random regression parameters is considered. It is proved that increasing informations about the mean value of the parameters both extend the class of estimable linear functionals and improve on the estimation. In all investigated cases the uniqueness of BLUE is proved. In the case of known mean values the BLUE is shown to be numerically equivalent with the MMSEE almost everywhere. A numerical example shows the improvements of BLUE due to increasing informations about the mean values of the parameters.

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