Optimality of the least squares estimator

DOI10.1016/0047-259X(89)90038-9MaRDI QIDQ1122908zbMATH OpenFDO

Authors Robert H. Berk, Jiunn Tzon Hwang

Publication date 1989

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

linear modeloptimalityleast squares estimatorunimodalGauss-Markov theoremspherically symmetric distributionequivariant estimatorsrisk functionslinear unbiased estimatorssymmetric convex set

Mathematics Subject Classification ID

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

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Cites work

• A Spherical Surface Measure Inequality for Convex Sets
• A Theorem on Convex Sets with Applications
• A generalized unimodality
• Elliptically Symmetric Distributions: A Review and Bibliography
• Multivariate unimodality
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
• Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions

Cited in

(18)

• Universal domination and stochastic domination -- an improved lower bound for the dimensionality
• scientific article; zbMATH DE number 5630402 (Why is no real title available?)
• On \(\alpha\)-symmetric multivariate characteristic functions
• Optimal estimation of parameters
• A maximal extension of the Gauss-Markov theorem and its nonlinear version.
• An optimality property of the integer least-squares estimator
• The inefficiency of the least squares estimator and its bound
• Testing for spherical and elliptical symmetry
• A theorem on the covariance matrix of a generalized least squares estimator under an elliptically symmetric error
• A necessary and sufficient condition for an estimator to be optimal
• scientific article; zbMATH DE number 1500982 (Why is no real title available?)
• Normal distribution assumption and least squares estimation function in the model of polynomial regression
• Least squares in general vector spaces revisited.
• Optimal Estimation
• Some applications of Anderson's inequality to some optimality criteria of the generalized least squares estimator
• Continuity and uniqueness of regularized output least squares optimal estimators
• Universal inadmissibility of least squares estimator
• The fundamental theorem of least squares: its relevance to experimental design and Bayesian inference

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