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Statistical theory / Least squares / Statistical inference / Gauss–Markov theorem / Normal distribution / Ordinary least squares / Mean squared error / Efficient estimator / Bias of an estimator / Statistics / Estimation theory / Regression analysis
Date: 2013-11-05 11:24:58
Statistical theory
Least squares
Statistical inference
Gauss–Markov theorem
Normal distribution
Ordinary least squares
Mean squared error
Efficient estimator
Bias of an estimator
Statistics
Estimation theory
Regression analysis

Bernoulli 19(5A), 2013, 1839–1854 DOI: [removed]BEJ432 Optimal variance estimation without estimating the mean function T I E J U N TO N G 1 , YA N Y UA N M A 2 and Y U E D O N G WA N G 3

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