Optimality of Least Squares in Linear Models with Unknown Er…
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- DOI 10.1080/01621459.1976.10480352
- OpenAlex ID W2002155676
- Type Article
- Language EN
- Published 01 Jun 1976
- Volume 71 (354)
- Pages 374
- Source Journal of the American Statistical Asso…
- Countries 1
- Institutions 1
- Added 24 Jun 2016
- Updated 30 Oct 2026
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Optimality of Least Squares in Linear Models with Unknown Error Covariance Matrix
Article 1976 EN
Optimal properties of the least-squares coefficient estimator in the linear model with scalar error covariance matrix are shown to carry over to the case where the error covariance matrix has a distribution in a class which includes distributions proposed as representing vague prior information.
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1 authors| # | Author | Institutions | ORCID |
|---|---|---|---|
| 1 | F. William McElroy Corresponding | Georgetown University (US) | — |
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