Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 1, pp. 210-215
Citer cet article
A. V. Kakosyan. An admissibility condition of the least square estimator within the class of polynomial estimators. Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 1, pp. 210-215. http://geodesic.mathdoc.fr/item/TVP_1978_23_1_a22/
@article{TVP_1978_23_1_a22,
author = {A. V. Kakosyan},
title = {An admissibility condition of the least square estimator within the class of polynomial estimators},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {210--215},
year = {1978},
volume = {23},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1978_23_1_a22/}
}
TY - JOUR
AU - A. V. Kakosyan
TI - An admissibility condition of the least square estimator within the class of polynomial estimators
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1978
SP - 210
EP - 215
VL - 23
IS - 1
UR - http://geodesic.mathdoc.fr/item/TVP_1978_23_1_a22/
LA - ru
ID - TVP_1978_23_1_a22
ER -
%0 Journal Article
%A A. V. Kakosyan
%T An admissibility condition of the least square estimator within the class of polynomial estimators
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1978
%P 210-215
%V 23
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_1978_23_1_a22/
%G ru
%F TVP_1978_23_1_a22
It is proved that, in the standard scheme (1.1) of linear regression, the admissibility of the least square estimator within the class of the polynomial equivariant estimators (4) is equivalent to the coincidence of $k+1$ first moments of the errors $\varepsilon_i$ with the corresponding moments of a normal distribution.
