Timeline for Why does the least square estimator not depend on the distribution of the error term $\epsilon$ nor need specification of a likelihood?
Current License: CC BY-SA 3.0
11 events
| when toggle format | what | by | license | comment | |
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| May 2, 2017 at 6:21 | vote | accept | user321627 | ||
| May 2, 2017 at 4:09 | answer | added | Stephan Kolassa | timeline score: 2 | |
| May 2, 2017 at 3:17 | comment | added | mugen | Stating the name of the book you're referring to may help those willing to take on your question. | |
| May 2, 2017 at 3:10 | comment | added | Michael R. Chernick | Yes but what is the definition of the parameter space. If it wasn't special I would not suspect that a labelled parameter space would be mentioned. | |
| May 2, 2017 at 3:09 | history | edited | user321627 | CC BY-SA 3.0 |
added 44 characters in body
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| May 2, 2017 at 3:08 | comment | added | user321627 | @MichaelChernick $\mathcal{H}$ refers to the parameter space here, thanks. | |
| May 2, 2017 at 3:07 | comment | added | Michael R. Chernick | You said that $\theta$ belongs to $\mathcal{H}$. | |
| May 2, 2017 at 3:02 | comment | added | user321627 | I found this mention in a textbook, which only said that $f_\theta$ was a set of generic functions. Do they have to be classified according to a space? | |
| May 2, 2017 at 3:00 | comment | added | Michael R. Chernick | What is the space of nonlinear functions that you are considering? What is $\mathcal{H}$ ? | |
| May 2, 2017 at 2:45 | comment | added | Michael R. Chernick | I deleted my answer because I thought you were referring to linear regression. But I guess you are allowing $f_\theta$ to be a nonlinear function of $\theta$. | |
| May 2, 2017 at 1:49 | history | asked | user321627 | CC BY-SA 3.0 |