BLUE against OLSE in the location model: energy minimization and asymptotic considerations

Luc Pronzato () and Anatoly Zhigljavsky ()
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Luc Pronzato: Université Côte d’Azur-CNRS
Anatoly Zhigljavsky: Cardiff University

Statistical Papers, 2023, vol. 64, issue 4, No 10, 1187-1208

Abstract: Abstract The main purpose of the paper is to uncover the connections between kriging, energy minimization and properties of the ordinary least squares and best linear unbiased estimators in the location model with correlated observations. We emphasize the special role of the constant function and illustrate our results by several examples.

Date: 2023
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DOI: 10.1007/s00362-023-01423-2

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