On the Least-Squares Method for Elliptically Contoured Distributions

DOI10.1137/1131106zbMath0652.62044OpenAlexW2014708400MaRDI QIDQ3798062

Yu. G. Kuritsyn

Publication date: 1987

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1131106

zbMATH Keywords

elliptically contoured distributionquadratic loss functionleast-squares estimateconvex loss functionlinear unbiased estimatorslinear model of full rank

Mathematics Subject Classification ID

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

Related Items (2)

Some Inference Problems for Matrix Variate Elliptically Contoured Distributions ⋮ A maximal extension of the Gauss-Markov theorem and its nonlinear version.

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