A maximal extension of the Gauss-Markov theorem and its nonlinear version.

DOI10.1006/jmva.2001.2050zbMath1043.62060OpenAlexW2009926449MaRDI QIDQ1867133

Takeaki Kariya, Hiroshi Kurata

Publication date: 2 April 2003

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

Full work available at URL: https://doi.org/10.1006/jmva.2001.2050

zbMATH Keywords

generalized least squares estimatorelliptically symmetric distributionGauss-Markov theorem nonlinear versions of Gauss-Markov theoremlocation-equivariant estimator

Mathematics Subject Classification ID

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

Cites Work

• An optimal property of the Gauss-Markov estimator
• Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions
• A characterization of spherical distributions
• Concentration inequalities for Gauss-Markov estimators
• Optimality of the least squares estimator
• Symmetry and unimodality in linear inference
• A Nonlinear Version of the Gauss-Markov Theorem
• Best Median-Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions
• On the Least-Squares Method for Elliptically Contoured Distributions
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