A Simple Proof of the Existence of the Best Estimator in a Quasilinear Regression Model

A Simple Proof of the Existence of the Best Estimator in a Quasilinear Regression Model

We provide a theorem on the existence of the best estimator in a quasilinear regression model, from which the existence of the best estimator for the whole class of nonlinear model functions follows immediately. The obtained theorem both extends and generalizes the previously known existence result....

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Veröffentlicht in:Journal of optimization theory and applications 2014-07, Vol.162 (1), p.293-302
1. Verfasser: Jukic, Dragan
Format: Artikel
Sprache:eng
Schlagworte:
Analysis
Applications of Mathematics
Calculus
Calculus of Variations and Optimal Control
Optimization
Engineering
Estimating techniques
Estimators
Existence theorems
Linear algebra
Mathematical analysis
Mathematics
Mathematics and Statistics
Operations Research/Decision Theory
Optimization
Proving
Regression
Regression analysis
Studies
Theorems
Theory of Computation
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Beschreibung
Zusammenfassung:We provide a theorem on the existence of the best estimator in a quasilinear regression model, from which the existence of the best estimator for the whole class of nonlinear model functions follows immediately. The obtained theorem both extends and generalizes the previously known existence result. Our proof is elementary and rests on the basic knowledge of linear algebra and calculus.
ISSN:0022-3239
1573-2878
DOI:10.1007/s10957-013-0434-1