Error Propagation of Capon’s Minimum Variance Estimator

The Minimum Variance Unbiased Estimator

This module motivates and introduces the minimum variance unbiased estimator (MVUE). This is the primary criterion in the classical (frequentist) approach to parameter estimation. We introduce the concepts of mean squared error (MSE), variance, bias, unbiased estimators, and the bias-variance decomposition of the MSE. The Minimum Variance Unbiased Estimator 1 In Search of a Useful Criterion In ...

The Ratio-type Estimators of Variance with Minimum Average Square Error

The ratio-type estimators have been introduced for estimating the mean and total population, but in recent years based on the ratio methods several estimators for population variance have been proposed. In this paper two families of estimators have been suggested and their approximation mean square error (MSE) have been developed. In addition, the efficiency of these variance estimators are com...

Singular Spectrum Analysis Based on the Minimum Variance Estimator

In recent years Singular Spectrum Analysis (SSA), used as a powerful technique in time series analysis, has been developed and applied to many practical problems. In this paper, we introduce the SSA technique based on the minimum variance estimator. We also consider the SSA technique based on the minimum variance and structured total least squares estimators in reconstructing and forecasting ti...

An Uniformly Minimum Variance Unbiased Point Estimator Using Fuzzy Observations

This paper proposes a new method for uniformly minimum variance unbiased fuzzy point estimation. For this purpose we make use of a uniformly minimum variance unbiased estimator and we develop this new method for a fuzzy random sample X̃1, . . . , X̃n is induced by X1, . . . , Xn on the same probability space. Zusammenfassung: In diesem Aufsatz schlagen wir eine neue Methode vor, um einen unverzer...

A minimum mean square error channel estimator for OFDM