Least squares in general vector spaces revisited.

DOI10.1016/S0304-4076(03)00136-2zbMath1043.62053OpenAlexW2007529789MaRDI QIDQ1421314

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

Spline interpolationBest linear minimum bias estimationBest quadratic estimationCoordinate-free regressionGeneralized linear regressionLeast squares in linear spaces

Mathematics Subject Classification ID

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

Related Items

Fundamental Equations of BLUE and BLUP in the Multivariate Linear Model with Applications, A surprising property of uniformly best linear affine estimation in linear regression when prior information is fuzzy, Uniformly best estimation in linear regression when prior information is fuzzy, An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis

Cites Work

• Linear regression analysis using the relative squared error
• Fonctions 'spline' definies sur un ensemble convexe
• On Least Squares with Insufficient Observations
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item