Related papers: On the combination of correlated estimates of a ph…
The most accurate method to combine measurement from different experiments is to build a combined likelihood function and use it to perform the desired inference. This is not always possible for various reasons, hence approximate methods…
This software performs the combination of $m$ correlated estimates of $n$ physics observables ($m\ge n$) using the Best Linear Unbiased Estimate (BLUE) method. It is implemented as a C++ class, to be used within the ROOT analysis package.…
The best linear unbiased estimator (BLUE) is a popular statistical method adopted to combine multiple measurements of the same observable taking into account individual uncertainties and their correlation. The method is unbiased by…
We discuss the effect of large positive correlations in the combinations of several measurements of a single physical quantity using the Best Linear Unbiased Estimate (BLUE) method. We suggest a new approach for comparing the relative…
Given an i.i.d. sample drawn from some probability distribution on a finite set, the best (in the sense of least variance) linear unbiased estimator (BLUE) of the average of any quantity with respect to that distribution is the sample…
A method is discussed that allows combining sets of differential or inclusive measurements. It is assumed that at least one measurement was obtained with simultaneously fitting a set of nuisance parameters, representing sources of…
When averages of different experimental determinations of the same quantity are computed, each with statistical and systematic error components, then frequently the statistical and systematic components of the combined error are quoted…
The least squares (LS) estimator and the best linear unbiased estimator (BLUE) are two well-studied approaches for the estimation of a deterministic but unknown parameter vector. In many applications it is known that the parameter vector…
For classical estimation with an underlying linear model the best linear unbiased estimator (BLUE) is usually utilized for estimating the deterministic but unknown parameter vector. In the case of real valued parameter vectors but complex…
In this paper the problem of best linear unbiased estimation is investigated for continuous-time regression models. We prove several general statements concerning the explicit form of the best linear unbiased estimator (BLUE), in particular…
In a real expert system, one may have unreliable, unconfident, conflicting estimates of the value for a particular parameter. It is important for decision making that the information present in this aggregate somehow find its way into use.…
Several problems in statistics involve the combination of high-variance unbiased estimators with low-variance estimators that are only unbiased under strong assumptions. A notable example is the estimation of causal effects while combining…
This paper presents a new and efficient method for the construction of optimal designs for regression models with dependent error processes. In contrast to most of the work in this field, which starts with a model for a finite number of…
This paper presents methods to provide an optimal evaluation of the nuclear masses. The techniques used for this purpose come from data assimilation that allows combining, in an optimal and consistent way, information coming from experiment…
Reasoning with fuzzy sets can be achieved through measures such as similarity and distance. However, these measures can often give misleading results when considered independently, for example giving the same value for two different pairs…
In empirical research, when we have multiple estimators for the same parameter of interest, a central question arises: how do we combine unbiased but less precise estimators with biased but more precise ones to improve the inference? Under…
We consider the problem of designing experiments for the comparison of two regression curves describing the relation between a predictor and a response in two groups, where the data between and within the group may be dependent. In order to…
We examine the problem of estimating the expectation values of two observables when we have a finite number of copies of an unknown qubit state. Specifically we examine whether it is better to measure each of the observables separately on…
This paper presents a new approach to combine cross-correlation functions. The combination is based on a maximum-likelihood approach and uses a non-linear combination scheme. It can be effective for radial-velocity analysis of multi-order…
It is often reported in forecast combination literature that a simple average of candidate forecasts is more robust than sophisticated combining methods. This phenomenon is usually referred to as the "forecast combination puzzle". Motivated…