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On the Loss Robustness of Least-Square Estimators

Authors :
Malay Ghosh
Tatsuya Kubokawa
Tamal Ghosh
Source :
The American Statistician. 74:64-67
Publication Year :
2019
Publisher :
Informa UK Limited, 2019.

Abstract

The article revisits univariate and multivariate linear regression models. It is shown that least-square estimators (LSEs) are minimum risk estimators in general class of linear unbiased estimators...

Subjects

Subjects :
Statistics and Probability
Robustness (computer science)
General Mathematics
Bayesian multivariate linear regression
Statistics
Minimum risk
Univariate
Statistics::Methodology
Estimator
Statistics, Probability and Uncertainty
Divergence (statistics)
Gauss–Markov theorem
Mathematics

Details

ISSN :
15372731 and 00031305
Volume :
74
Database :
OpenAIRE
Journal :
The American Statistician
Accession number :
edsair.doi...........471b6703850871dd3c7fee757717df38
Full Text :
https://doi.org/10.1080/00031305.2018.1529626
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