Among linear unbiased estimators in a homoscedastic linear model, least squares has minimum variance.

Ancestors (7)

  1. Normal linear model
  2. Statistical modelling
  3. Statistical model
  4. Probability and statistics
  5. Area of mathematics
  6. Mathematics
  7. Home

Incoming links (3)

View article source

Discussion (0)

New discussion

There are no discussions about this article yet.

Articles by others on the same topic (1)

Gauss–Markov theorem by Wikipedia Bot 1
Read the full article
See all articles in the same topic Create my own version