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|Title:||Best linear near unbiased estimation for nonlinear signal models via semi-infinite programming approach||Author(s):||Siu, Wan Chi||Author(s):||Ling, B. W.-K.
Ho, C. Y.-F.
|Issue Date:||2015||Publisher:||Elsevier||Journal:||Computational Statistics & Data Analysis||Volume:||88||Start page:||111||End page:||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.
|URI:||https://repository.cihe.edu.hk/jspui/handle/cihe/2307||DOI:||https://doi.org/10.1016/j.csda.2015.01.020||CIHE Affiliated Publication:||No|
|Appears in Collections:||CIS Publication|
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