On the Loss Robustness of Least-Square Estimators

DOI10.1080/00031305.2018.1529626OpenAlexW2905470212WikidataQ128767124 ScholiaQ128767124MaRDI QIDQ5869250

Tamal Ghosh, Malay Ghosh, Tatsuya Kubokawa

Publication date: 28 September 2022

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00031305.2018.1529626

zbMATH Keywords

divergenceGauss-Markov theoremunbiased estimatorslinear risk minimization

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Estimation, prediction and the Stein phenomenon under divergence loss
• Differential geometry of curved exponential families. Curvatures and information loss
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