scientific article; zbMATH DE number 3962989

MaRDI QIDQ3730832zbMATH OpenFDO

Authors Wen Zhao, Zhenquan Zhao

Publication date 1984

zbMATH Keywords

invarianceleast squares estimatormaximum likelihood estimatorsmultivariate linear modelssufficient estimators

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Recommendations

• Invariance of estimation methods for the linear model
• Generalized least squares estimation of the functional multivariate linear errors-in-variables model
• Least Squares and Minimum MSE Estimators of Variance Components in Mixed Linear Models
• Consistency of linear and quadratic least squares estimators in regression models with covariance stationary errors
• Admissible invariant estimators in a linear model

Cited in

(10)

• Optimality of the least squares estimator
• The inefficiency of the least squares estimator and its bound
• Least squares in general vector spaces revisited.
• Density of the least squares estimator in the multivariate linear model with arbitrary normal variables
• A theorem of equivalence on the methods of least-squares estimation
• The effect of changes of location on least-squares estimators for samples stratified on the dependent variable
• Invariance of estimation methods for the linear model
• The fundamental theorem of least squares: its relevance to experimental design and Bayesian inference
• Complex Linear Least Squares
• On least squares estimation of generalized covariance functions

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