Equivariant estimation functions and normal distribution assumption for the model of linear regression

DOI10.1007/BF01784709zbMath0591.62059MaRDI QIDQ1074989

Werner Fieger, Heinz Cremers

Publication date: 1986

Published in: OR Spektrum (Search for Journal in Brave)

zbMATH Keywords

linear modelsquared error lossunbiased estimatorsOLS estimatorconvex lossequivariant estimatorsestimating a linear functionalnormal distribution assumption

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items

Normal distribution assumption and least squares estimation function in the model of polynomial regression

Cites Work

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