A Nonlinear Version of the Gauss-Markov Theorem

DOI10.2307/2287918zbMath0571.62059OpenAlexW4251931859MaRDI QIDQ3687536

Takeaki Kariya

Publication date: 1985

Full work available at URL: https://doi.org/10.2307/2287918

zbMATH Keywords

covariance matrixMLEelliptically symmetric distributionsGLSEnonlinear estimatorlower bound for the risk matrixnonlinear version of the Gauss-Markov theorem

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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