Gauss–Markov theorem
Sign in to savestatistics theorem that ordinary least squares is the best linear unbiased estimator under certain conditions
In the Vinony graph
Within Vinony's link graph, Gauss–Markov theorem is referenced by 126 other articles, and connects out to heteroscedasticity, linear regression and autocorrelation.
It is catalogued under the topic Theorems in statistics.
Its subject is documented across 19 Wikipedia language editions.
Wikidata facts
- Instance of
- theorem
- Part of
- list of theorems
- Named after
- Andrey Markov
- Main subject
- ordinary least squares
Show 3 more facts
- maintained by WikiProject
- WikiProject Mathematics
- facet of
- regression analysis
- studied by
- statistics
Sources (1)
via Wikidata · CC0
Connections
heteroscedasticity
Entity
linear regression
Entity
autocorrelation
Entity
independent and identically distributed random variables
Entity
errors and residuals
Entity
simple linear regression model
Entity
ridge regression
Entity
Linear least squares
Entity
statistics
Entity
Carl Friedrich Gauss
Entity
blue
Entity
International Standard Book Number
Entity
digital object identifier
Entity
numerical analysis
Entity
scalar product
Entity
normal distribution
Entity
econometrics
Entity
OCLC, Inc.
Entity
correlation
Entity
variance
Entity