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Matematicheskie Zametki, 1969, Volume 6, Issue 1, Pages 81–89 (Mi mzm6900)  
Admissibility of the estimate of least squares. Unusual property of the normal law

A. M. Kagan, O. V. Shalaevskii

Leningrad Department of V. A. Steklov Institute of Mathematics, USSR Academy of Sciences
Full-text PDF (627 kB)
Abstract: It is shown that in the linear-regression scheme, the estimates of the squares of parametric vector-functions are admissible in the class of unbiased estimates if and only if the observations obey a normal law. Here, the covariation matrix (non-negative definite) serves as a measure of the quality of the estimate.
Received: 01.11.1968
English version:
Mathematical Notes, 1969, Volume 6, Issue 1, Pages 508–512
DOI: https://doi.org/10.1007/BF01450255
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: A. M. Kagan, O. V. Shalaevskii, “Admissibility of the estimate of least squares. Unusual property of the normal law”, Mat. Zametki, 6:1 (1969), 81–89; Math. Notes, 6:1 (1969), 508–512
Citation in format AMSBIB
\Bibitem{KagSha69}
\by A.~M.~Kagan, O.~V.~Shalaevskii
\paper Admissibility of the estimate of least squares. Unusual property of the normal law
\jour Mat. Zametki
\yr 1969
\vol 6
\issue 1
\pages 81--89
\mathnet{http://mi.mathnet.ru/mzm6900}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=248935}
\zmath{https://zbmath.org/?q=an:0209.20803}
\transl
\jour Math. Notes
\yr 1969
\vol 6
\issue 1
\pages 508--512
\crossref{https://doi.org/10.1007/BF01450255}
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    		Математические заметки Mathematical Notes
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