Best linear near unbiased estimation for nonlinear signal models via semi-infinite programming approach

Bingo Wing-Kuen Ling, Charlotte Yuk-Fan Ho, Wan-Chi Siu and Qingyun Dai

Computational Statistics & Data Analysis, 2015, vol. 88, issue C, 111-118

Abstract: When the exact unbiasedness condition is relaxed to a near unbiasedness condition, this short communication shows that the best linear near unbiased estimation problem is actually a semi-infinite programming problem. Our recently developed dual parameterization method is applied for solving the problem. Computer numerical simulation results show that the semi-infinite programming approach outperforms the least squares approach.

Keywords: Best linear near unbiased estimations; Nonlinear signal models; Semi-infinite programming; Dual parameterization (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:88:y:2015:i:c:p:111-118

DOI: 10.1016/j.csda.2015.01.020

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