An optimal property of the Gauss-Markov estimator

DOI10.1016/0047-259X(90)90079-WzbMath0689.62041OpenAlexW2066424498MaRDI QIDQ581967

Jianyong Qiao, Sumit K. Garg

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(90)90079-w

zbMATH Keywords

linear modelelliptical distributionsGauss-Markoff estimatorlinear unbiased estimatormaximum probability estimator

Mathematics Subject Classification ID

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

Related Items (4)

Universal inadmissibility of least squares estimator ⋮ Some inequalities for symmetric convex sets with applications ⋮ Universal Domination and Stochastic Domination—an Improved lower Bound for the Dimensionality ⋮ A maximal extension of the Gauss-Markov theorem and its nonlinear version.

Cites Work

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• Elliptically Symmetric Distributions: A Review and Bibliography
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Linear Statistical Inference and its Applications
• Approximations to the probability integral and certain percentage points of a multivariate analogue of Student's t-distribution

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