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Optimal asymptotic least squares estimation in a singular set-up - MaRDI portal

Optimal asymptotic least squares estimation in a singular set-up (Q498873)

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scientific article; zbMATH DE number 6486757
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Optimal asymptotic least squares estimation in a singular set-up
scientific article; zbMATH DE number 6486757

    Statements

    Optimal asymptotic least squares estimation in a singular set-up (English)
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    29 September 2015
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    asymptotic optimality
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    auxiliary parameters
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    minimum distance estimation
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    generalized inverse
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    singular covariance matrix
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    Identifiers