A Least Squares Estimate, Nonquadratic Losses, and Gaussian Distributions (Q4000562)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Least Squares Estimate, Nonquadratic Losses, and Gaussian Distributions |
scientific article |
Statements
A Least Squares Estimate, Nonquadratic Losses, and Gaussian Distributions (English)
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26 September 1992
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least squares estimators
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nonquadratic loss
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best non-unbiased estimator
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quadratic loss
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loss function of Laplace
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optimal weights
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Gaussian distributions
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exponential loss
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best linear unbiased estimator
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characterizations
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