Codex Wiki OurBigBook logoOurBigBook.comSite Source code

Gauss-Markov theorem

Among linear unbiased estimators in a homoscedastic linear model, least squares has minimum variance.

Ancestors (6)

  1. Normal linear model
  2. Statistical modelling
  3. Probability and statistics
  4. Area of mathematics
  5. Mathematics
  6. Home

Incoming links (1)