On the Least-Squares Method for Elliptically Contoured Distributions

DOI10.1137/1131106MaRDI QIDQ3798062zbMATH OpenOpenAlexFDO

Authors Yu. G. Kuritsyn

Publication date 1987

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1131106

zbMATH Keywords

quadratic loss functionelliptically contoured distributionleast-squares estimateconvex loss functionlinear unbiased estimatorslinear model of full rank

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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(7)

• A widely convergent method for determining the distributed parameters of the elliptical equation
• A maximal extension of the Gauss-Markov theorem and its nonlinear version.
• Some Inference Problems for Matrix Variate Elliptically Contoured Distributions
• Normal distribution assumption and least squares estimation function in the model of polynomial regression
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• A study of linear model alysis by an error contour emulation

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