A Least Squares Estimate, Nonquadratic Losses, and Gaussian Distributions (Q4000562)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Least Squares Estimate, Nonquadratic Losses, and Gaussian Distributions |
scientific article |
Statements
A Least Squares Estimate, Nonquadratic Losses, and Gaussian Distributions (English)
0 references
26 September 1992
0 references
least squares estimators
0 references
nonquadratic loss
0 references
best non-unbiased estimator
0 references
quadratic loss
0 references
loss function of Laplace
0 references
optimal weights
0 references
Gaussian distributions
0 references
exponential loss
0 references
best linear unbiased estimator
0 references
characterizations
0 references
