Lecture

Distribution Theory of Least Squares

In course

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Description

This lecture covers the distribution theory of least squares estimators in the context of a Gaussian linear model. It explains the derivation of estimators, their distribution, and their applications in building confidence intervals, testing hypotheses, and comparing estimators. The lecture also discusses the joint distribution of least squares estimators, proofs of theorems, and corollaries related to the sufficiency and bias of estimators.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_b2cplpef

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics, Statistical hypothesis testing

Data analysis: Regression analysis

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