A Modern Gauss–Markov Theorem

DOI10.3982/ECTA19255OpenAlexW4285257718WikidataQ114022420 ScholiaQ114022420MaRDI QIDQ6044992FDOQ6044992

Authors: Bruce E. Hansen 

Publication date: 26 May 2023

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta19255

Recommendations

• A Nonlinear Version of the Gauss-Markov Theorem
• A maximal extension of the Gauss-Markov theorem and its nonlinear version.
• An Intuitive Geometric Approach to the Gauss Markov Theorem
• Markov's theorem revisited
• An extension of Markov's theorem
• scientific article; zbMATH DE number 4161800
• scientific article; zbMATH DE number 3951809
• ON MARKOV'S THEOREM

zbMATH Keywords

efficient estimationleast squaresunbiasednessBLUElinear estimatorsGauss-Markov

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (3)

• Linearity of Unbiased Linear Model Estimators
• Gaussian version of a theorem of Milman and Schechtman
• Optimal nonparametric range-based volatility estimation

This page was built for publication: A Modern Gauss–Markov Theorem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6044992)