On the efficiency of least squares estimators in non‐linear models
作者:
K. KUBIK,
期刊:
Statistica Neerlandica
(WILEY Available online 1968)
卷期:
Volume 22,
issue 1
页码: 33-36
ISSN:0039-0402
年代: 1968
DOI:10.1111/j.1467-9574.1960.tb00615.x
出版商: Blackwell Publishing Ltd
数据来源: WILEY
摘要:
Summary The identity of least squares estimatorsåand maximum likelihood estimatorsâis studied in non‐linear models of the typez=g(a), wherezare observable quantities with a probability density functionpr(z). This identity was proved for independent random variableszand for distributionspr(z), of which the arithmetic sample mean is an optimal est
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