Qiu Hongbing, Luo Ji, . Robustness of Gauss-Markov Estimator in Terms of Error Distributions[J]. Chinese Journal of Applied Probability and Statistics, 2010, 26(6): 615-622.
Citation:
Qiu Hongbing, Luo Ji, . Robustness of Gauss-Markov Estimator in Terms of Error Distributions[J]. Chinese Journal of Applied Probability and Statistics, 2010, 26(6): 615-622.
Qiu Hongbing, Luo Ji, . Robustness of Gauss-Markov Estimator in Terms of Error Distributions[J]. Chinese Journal of Applied Probability and Statistics, 2010, 26(6): 615-622.
Citation:
Qiu Hongbing, Luo Ji, . Robustness of Gauss-Markov Estimator in Terms of Error Distributions[J]. Chinese Journal of Applied Probability and Statistics, 2010, 26(6): 615-622.
Robustness of Gauss-Markov estimator of estimable function of unknown parameter in terms of error distributions is discussed in general linear model. We explore the maximal distribution classes of error term, where Gauss-Markov estimator held its optimality by generalized mean squared errors criterion and by mean square error matrix criterion respectively