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GENERALIZED LEAST SQUARES ESTIMATOR [1 record]

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Record 1 2000-06-27

English

Subject field(s)
  • Statistical Methods
OBS

A method proposed by Aitken in 1934.

French

Domaine(s)
  • Méthodes statistiques
CONT

[...] «y» rend minimum la somme des carrés des écarts entre les composantes [de x et y] de la moyenne estimée. D'où le nom d'«estimateur des moindres carrés généralisé» donné parfois à l'estimateur de Gauss-Markov.

Spanish

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