À propos du théorème de Gauss-Markov

J.-L. Philoche

Annales de l'I.H.P. Probabilités et statistiques (1971)

  • Volume: 7, Issue: 4, page 271-281
  • ISSN: 0246-0203

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Philoche, J.-L.. "À propos du théorème de Gauss-Markov." Annales de l'I.H.P. Probabilités et statistiques 7.4 (1971): 271-281. <http://eudml.org/doc/76941>.

@article{Philoche1971,
author = {Philoche, J.-L.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
language = {fre},
number = {4},
pages = {271-281},
publisher = {Gauthier-Villars},
title = {À propos du théorème de Gauss-Markov},
url = {http://eudml.org/doc/76941},
volume = {7},
year = {1971},
}

TY - JOUR
AU - Philoche, J.-L.
TI - À propos du théorème de Gauss-Markov
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1971
PB - Gauthier-Villars
VL - 7
IS - 4
SP - 271
EP - 281
LA - fre
UR - http://eudml.org/doc/76941
ER -

References

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  1. [1] Ph. Courrège, J.-L. Philoche et P. Priouret, Régression linéaire et estimation par la méthode des moindres carrés (à paraître). Zbl0244.62050
  2. [2] G. Darmois, Sur les limites de la dispersion de certaines estimations. Rev. instit. intern. stat., 13e année, 1943, p. 9-15. 
  3. [3] P. Halmos, Finite dimensionnal vector spaces, 2e édit., Van Nostrand, 1958. Zbl0107.01404MR89819
  4. [4] W. Kruskal, The coordinate-free approach to Gauss-Markov estimation, and its application to missing and extra observations. Proc. of the IVth Berk. Sym. on math. statist. and prob., vol. 1, 1961. Zbl0134.36203MR137222
  5. [5] W. Kruskal, When are Gauss-Markov and least squares estimators identical? A coordinate-free approach. Ann. of Math. Stat., vol. 39, 1968, p. 70-75. Zbl0162.21902MR222998
  6. [6] E. Malinvaud, Méthodes statistiques de l'économétrie. 2e édit., Dunod, 1969. 
  7. [7] C.R. Rao, Linear statistical inference and its applications. Wiley, 1965. Zbl0137.36203MR221616
  8. [8] H. Scheffé, The analysis of variance. 2e édit., Wiley, 1961. MR116429
  9. [9] G.A.F. Seber, The linear hypotheses : a general theory. Griffin, 1966. Zbl0147.37202MR229347
  10. [10] G.S. Watson, Linear least squares regression. Ann. of Math. Statist., vol. 38, 1967, p. 1679-1699. Zbl0155.26801MR219206
  11. [11] G. Zyskind, On canonical, non-negative covariance matrices and best and simple least squares linear estimator in linear models. Ann. of Math. Statist., vol. 38, 1967, p. 1092-1109. Zbl0171.17103MR214237

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