HOW MUCH DO GAUSS-MARKOV AND LEAST-SQUARE ESTIMATES DIFFER - COORDINATE-FREE APPROACH

被引:29
作者
HABERMAN, SJ [1 ]
机构
[1] UNIV CHICAGO,DEPT STATISTICS,1118 E 58TH ST,CHICAGO,IL 60637
关键词
D O I
10.1214/aos/1176343201
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
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页码:982 / 990
页数:9
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