✦ LIBER ✦
A Maximal Extension of the Gauss–Markov Theorem and Its Nonlinear Version
✍ Scribed by Takeaki Kariya; Hiroshi Kurata
- Publisher
- Elsevier Science
- Year
- 2002
- Tongue
- English
- Weight
- 149 KB
- Volume
- 83
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
✦ Synopsis
In this paper, first we make a maximal extension of the well-known Gauss-Markov Theorem (GMT) in its linear framework. In particular, the maximal class of distributions of error term for which the GMT holds is derived. Second, we establish a nonlinear version of the maximal GMT and describe some interesting families of distributions of error term for which the nonlinear GMT holds.