Least squares in general vector spaces revisited.

DOI10.1016/S0304-4076(03)00136-2MaRDI QIDQ1421314zbMATH OpenOpenAlexFDO

Authors Peter Schönfeld

Publication date 26 January 2004

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4076(03)00136-2

zbMATH Keywords

Best linear minimum bias estimationBest quadratic estimationCoordinate-free regressionGeneralized linear regressionLeast squares in linear spacesSpline interpolation

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

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Cited in

(10)

• A surprising property of uniformly best linear affine estimation in linear regression when prior information is fuzzy
• scientific article; zbMATH DE number 3984368 (Why is no real title available?)
• Least-Squares Estimation, Linear Programming, and Momentum: A Geometric Parametrization of Local Minima
• Uniformly best estimation in linear regression when prior information is fuzzy
• Least squares and approximate equidistribution in multidimensions
• scientific article; zbMATH DE number 4119433 (Why is no real title available?)
• Generalized Least Squares
• Fundamental equations of BLUE and BLUP in the multivariate linear model with applications
• Complex Linear Least Squares
• An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis

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