PREDICTION AND EFFICIENCY OF LEAST SQUARES

[1] Anderson TW, 1948, SKAND AKTUARIETIDSKR, V31, P88

[2] WHEN ARE GAUSS-MARKOV AND LEAST SQUARES ESTIMATORS IDENTICAL . A COORDINATE-FREE APPROACH [J]. ANNALS OF MATHEMATICAL STATISTICS, 1968, 39 (01): : 70 - &

[3] LINEAR LEAST SQUARES REGRESSION [J]. ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (06): : 1679 - &

[4] Whittle Peter, 1963, PREDICTION REGULATIO

[5] ON CANONICAL FORMS NON-NEGATIVE COVARIANCE MATRICES AND BEST AND SIMPLE LEAST SQUARES LINEAR ESTIMATORS IN LINEAR MODELS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (04): : 1092 - &

[1] Anderson TW, 1948, SKAND AKTUARIETIDSKR, V31, P88

[2] WHEN ARE GAUSS-MARKOV AND LEAST SQUARES ESTIMATORS IDENTICAL . A COORDINATE-FREE APPROACH [J]. ANNALS OF MATHEMATICAL STATISTICS, 1968, 39 (01): : 70 - &

[3] LINEAR LEAST SQUARES REGRESSION [J]. ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (06): : 1679 - &

[4] Whittle Peter, 1963, PREDICTION REGULATIO

[5] ON CANONICAL FORMS NON-NEGATIVE COVARIANCE MATRICES AND BEST AND SIMPLE LEAST SQUARES LINEAR ESTIMATORS IN LINEAR MODELS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (04): : 1092 - &