A Least Squares Estimate, Nonquadratic Losses, and Gaussian Distributions (Q4000562)

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    A Least Squares Estimate, Nonquadratic Losses, and Gaussian Distributions
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      A Least Squares Estimate, Nonquadratic Losses, and Gaussian Distributions (English)
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      26 September 1992
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      least squares estimators
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      nonquadratic loss
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      best non-unbiased estimator
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      quadratic loss
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      loss function of Laplace
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      optimal weights
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      Gaussian distributions
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      exponential loss
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      best linear unbiased estimator
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      characterizations
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