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- Gauss–Markov_theorem abstract "In statistics, the Gauss–Markov theorem, named after Carl Friedrich Gauss and Andrey Markov, states that in a linear regression model in which the errors have expectation zero and are uncorrelated and have equal variances, the best linear unbiased estimator (BLUE) of the coefficients is given by the ordinary least squares (OLS) estimator. Here "best" means giving the lowest variance of the estimate, as compared to other unbiased, linear estimates. The errors don't need to be normal, nor do they need to be independent and identically distributed (only uncorrelated and homoscedastic). The hypothesis that the estimator be unbiased cannot be dropped, since otherwise estimators better than OLS exist. See for examples the James–Stein estimator (which also drops linearity) or ridge regression.".
- Gauss–Markov_theorem wikiPageID "170353".
- Gauss–Markov_theorem wikiPageRevisionID "596069750".
- Gauss–Markov_theorem subject Category:Statistical_theorems.
- Gauss–Markov_theorem comment "In statistics, the Gauss–Markov theorem, named after Carl Friedrich Gauss and Andrey Markov, states that in a linear regression model in which the errors have expectation zero and are uncorrelated and have equal variances, the best linear unbiased estimator (BLUE) of the coefficients is given by the ordinary least squares (OLS) estimator. Here "best" means giving the lowest variance of the estimate, as compared to other unbiased, linear estimates.".
- Gauss–Markov_theorem label "Gauss–Markov theorem".
- Gauss–Markov_theorem label "Satz von Gauß-Markow".
- Gauss–Markov_theorem label "Teorema de Gauss-Márkov".
- Gauss–Markov_theorem label "Teorema di Gauss-Markov".
- Gauss–Markov_theorem label "Théorème de Gauss-Markov".
- Gauss–Markov_theorem label "Теорема Гаусса — Маркова".
- Gauss–Markov_theorem label "مبرهنة غاوس-ماركوف".
- Gauss–Markov_theorem label "ガウス＝マルコフの定理".
- Gauss–Markov_theorem label "高斯－马尔可夫定理".
- Gauss–Markov_theorem sameAs Gauss%E2%80%93Markov_theorem.
- Gauss–Markov_theorem sameAs Satz_von_Gauß-Markow.
- Gauss–Markov_theorem sameAs Teorema_de_Gauss-Márkov.
- Gauss–Markov_theorem sameAs Théorème_de_Gauss-Markov.
- Gauss–Markov_theorem sameAs Teorema_di_Gauss-Markov.
- Gauss–Markov_theorem sameAs ガウス＝マルコフの定理.
- Gauss–Markov_theorem sameAs Q428134.
- Gauss–Markov_theorem sameAs Q428134.
- Gauss–Markov_theorem wasDerivedFrom Gauss–Markov_theorem?oldid=596069750.