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Optimality of the least squares estimator - MaRDI portal

Optimality of the least squares estimator (Q1122908)

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scientific article; zbMATH DE number 4107958
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English
Optimality of the least squares estimator
scientific article; zbMATH DE number 4107958

    Statements

    Optimality of the least squares estimator (English)
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    1989
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    linear model
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    optimality
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    Gauss-Markov theorem
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    spherically symmetric distribution
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    least squares estimator
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    symmetric convex set
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    linear unbiased estimators
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    unimodal
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    equivariant estimators
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    risk functions
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