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Activity Number:
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658
- Regression, Selection and Complex Data
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Type:
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Contributed
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Date/Time:
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Thursday, August 1, 2019 : 10:30 AM to 12:20 PM
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Sponsor:
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International Indian Statistical Association
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Abstract #305368
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Title:
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On the Loss Robustness of Least Square Estimators
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Author(s):
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Tamal Ghosh* and Malay Ghosh and Tatsuya Kubokawa
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Companies:
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University of Florida and University of Florida and The university of Tokyo
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Keywords:
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Divergence;
Linear unbiased estimator;
Risk minimization;
Gauss-Markov theorem
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Abstract:
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The paper revisits univariate and multivariate linear regression models. It is shown that least squares estimators are minimum risk estimators in general class of linear unbiased estimators under some general divergence loss. This amounts to the loss robustness of least square estimators.
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Authors who are presenting talks have a * after their name.
