Least squares histimators as robust and minimax estimators
- 1 January 1975
- journal article
- research article
- Published by Taylor & Francis in Mathematische Operationsforschung und Statistik
- Vol. 6 (5), 687-688
- https://doi.org/10.1080/02331887508801247
Abstract
For the linear model it is proven, that the generalized least squares estimator is minimax with respect to a normed quadratic risk.Keywords
This publication has 2 references indexed in Scilit:
- Semi-orderings between distribution functions and their application to robustness of parameter estimatorsMathematische Operationsforschung und Statistik, 1975
- The 1972 Wald Lecture Robust Statistics: A ReviewThe Annals of Mathematical Statistics, 1972