Optimality of the least squares estimator (Q1122908): Difference between revisions

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Latest revision as of 08:55, 20 June 2024

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Optimality of the least squares estimator
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    Optimality of the least squares estimator (English)
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    1989
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    linear model
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    optimality
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    Gauss-Markov theorem
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    spherically symmetric distribution
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    least squares estimator
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    symmetric convex set
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    linear unbiased estimators
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    unimodal
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    equivariant estimators
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    risk functions
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