Like any optimality result, it is crucial to lay out carefully the range of possiblealternatives, and the criterion by which those alternatives will be compared. Theclassical optimality result for estimating linear models is the Gauss-Markovtheorem, which takes the range of possibilities to be linear, unbiased estimatorsof β, and the criterion to be variance of the estimator. I will return to boththese choices at the end of this section.
3 The Gauss-Markov Theorem
猜你喜欢
转载自blog.csdn.net/taojiea1014/article/details/80528267
今日推荐
周排行