𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Admissibility of the estimate of least squares. Unusual property of the normal law

✍ Scribed by A. M. Kagan; O. V. Shalaevskii

Publisher
SP MAIK Nauka/Interperiodica
Year
1969
Tongue
English
Weight
354 KB
Volume
6
Category
Article
ISSN
0001-4346

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Admissibility under the Frequentistβ€²s Va
Admissibility under the Frequentistβ€²s Validity Constraint in Estimating the Loss of the Least-Squares Estimator
✍ F.S. Hsieh; J.T.G. Hwang πŸ“‚ Article πŸ“… 1993 πŸ› Elsevier Science 🌐 English βš– 238 KB

We consider the problem of estimating the sum of squared error loss \(L=|\beta-\hat{\beta}|^{2}\) of the least-squares esitmator \(\hat{\beta}\) for \(\beta\), the regression coefficient. The standard estimator \(\ell_{0}\) is the expected value of \(L\). Here the error variance is assumed to be kno

Functional approach to the asymptotic no
Functional approach to the asymptotic normality of the non-linear least squares estimator
✍ Mikhail B. Malyutov; Rostislav S. Protassov πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 107 KB

The derivation of the asymptotic normality LSE's under univariate non-linear regression models is presented based on the weak convergence of the natural random ΓΏeld generated by the sum of squared residuals. Some examples, showing that neglecting the condition of uniform convergence leads to serious