A Maximal Extension of the Gauss–Markov
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Takeaki Kariya; Hiroshi Kurata
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Article
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2002
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Elsevier Science
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English
⚖ 149 KB
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 int