On the efficiency of least squares estimators in non‐linear models

K. Kubik

Statistica Neerlandica, 1968, vol. 22, issue 1, 33-36

Abstract: Summary The identity of least squares estimators å and maximum likelihood estimators â is studied in non‐linear models of the type z=g(a), where z are observable quantities with a probability density function pr(z). This identity was proved for independent random variables z and for distributions pr(z), of which the arithmetic sample mean is an optimal estimate.

Date: 1968
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