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Definition: Best Linear Unbiased Estimator (BLUE)
Category: Memobust Glossary
Estimator minimizing the square loss in the class of linear unbiased estimators (unbiasedness is referred to the model distribution). https://ec.europa.eu/eurostat/cros/content/memobust-glossary-pdf-file_en
Source:
Eurostat, ESSnet "Memobust", "Memobust Glossary" (part of the Memobust Handbook on Methodology of Modern Business Statistics), March 2014
Eurostat, ESSnet "Memobust", "Memobust Glossary" (part of the Memobust Handbook on Methodology of Modern Business Statistics), March 2014
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