Siu, Wan ChiWan ChiSiuLing, B. W.-K.Ho, C. Y.-F.Dai, Q.2022-02-172022-02-172015https://repository.sfu.edu.hk/handle/sfu/2307When the exact unbiasedness condition is relaxed to a near unbiasedness condition, this short communication shows that the best linear near unbiased estimation problem is actually a semi-infinite programming problem. Our recently developed dual parameterization method is applied for solving the problem. Computer numerical simulation results show that the semi-infinite programming approach outperforms the least squares approach.enjournal article10.1016/j.csda.2015.01.020