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

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Listed:
  • Luc Pronzato

    (Université Côte d’Azur-CNRS)

  • Anatoly Zhigljavsky

    (Cardiff University)

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.

Suggested Citation

  • Luc Pronzato & Anatoly Zhigljavsky, 2023. "BLUE against OLSE in the location model: energy minimization and asymptotic considerations," Statistical Papers, Springer, vol. 64(4), pages 1187-1208, August.
    • Handle: RePEc:spr:stpapr:v:64:y:2023:i:4:d:10.1007_s00362-023-01423-2
    DOI: 10.1007/s00362-023-01423-2
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    References listed on IDEAS

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    1. Gauthier, B. & Pronzato, L., 2017. "Convex relaxation for IMSE optimal design in random-field models," Computational Statistics & Data Analysis, Elsevier, vol. 113(C), pages 375-394.
    2. Zhigljavsky, Anatoly & Dette, Holger & Pepelyshev, Andrey, 2010. "A New Approach to Optimal Design for Linear Models With Correlated Observations," Journal of the American Statistical Association, American Statistical Association, vol. 105(491), pages 1093-1103.
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