Least favorable parameters in the Gauss-Markoff model

Krafft, Olaf ; Mitra, Sujit Kumar (1982) Least favorable parameters in the Gauss-Markoff model Sankhya - Series A, 44 (2). pp. 286-290. ISSN 0581-572X

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Official URL: http://sankhya.isical.ac.in/search/44a2/44a2020.ht...

Abstract

The BLUE-problem is treated as a minimax problem. It is shown that BLUE's and the so called least favorable parameters are the constituents of saddle points of a Lagrangian functional.

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Deposited On:30 Mar 2011 12:57
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