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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 1, Pages 210–215
(Mi tvp3029)
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Short Communications
An admissibility condition of the least square estimator within the class of polynomial estimators
A. V. Kakosyan Erevan
Abstract:
It is proved that, in the standard scheme (1.1) of linear regression, the admissibility of the least square estimator within the class of the polynomial equivariant estimators (4) is equivalent to the coincidence of $k+1$ first moments of the errors $\varepsilon_i$ with the corresponding moments of a normal distribution.
Received: 07.04.1975
Citation:
A. V. Kakosyan, “An admissibility condition of the least square estimator within the class of polynomial estimators”, Teor. Veroyatnost. i Primenen., 23:1 (1978), 210–215; Theory Probab. Appl., 23:1 (1978), 201–206
Linking options:
https://www.mathnet.ru/eng/tvp3029 https://www.mathnet.ru/eng/tvp/v23/i1/p210
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Abstract page: | 191 | Full-text PDF : | 81 |
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