Regressor and disturbance have moments of all orders, least squares estimator has none (Q286456): Difference between revisions
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| Property / cites work: Expectation of quadratic forms in normal and nonnormal variables with applications / rank | |||
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| Property / cites work: AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. / rank | |||
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| Property / cites work: The Existence of the First Negative Moment Revisited / rank | |||
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| Property / cites work: Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation / rank | |||
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| Property / cites work: Sequential shrinkage estimation in the general linear model / rank | |||
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Latest revision as of 00:24, 12 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regressor and disturbance have moments of all orders, least squares estimator has none |
scientific article |
Statements
Regressor and disturbance have moments of all orders, least squares estimator has none (English)
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20 May 2016
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least squares bias
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mean squared error
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negative moments
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