Elaboration on BLUE
Course subject(s)
4. Best Linear Unbiased Estimation (BLUE)
In the previous video the Best Linear Unbiased estimator was introduced. An elaboration on the meaning of the different properties of this estimator will be given in this video.
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Observation Theory: Estimating the Unknown by TU Delft OpenCourseWare is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
Based on a work at https://ocw.tudelft.nl/courses/observation-theory-estimating-unknown.