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The Maximally Concentrated Unbiased Linear Estimator of β

Published online by Cambridge University Press:  11 February 2009

Abstract

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Solutions
Copyright
Copyright © Cambridge University Press 1993

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References

1.Heyde, C.C. & Seneta, E.. I.J. Bienaymé: Statistical theory anticipated. New York: Springer-Verlag, 1977.CrossRefGoogle Scholar
2.Seneta, E.On a contribution of Cauchy to linear regression theory. Annales de la Societe Scientifique de Bruxelles 90 (1976): 229235.Google Scholar
3.Shephard, N.G.From characteristics function to distribution function: A simple framework for the theory, Econometric Theory (forthcoming).Google Scholar