• In statistics, the Gauss–Markov theorem (or simply Gauss theorem for some authors) states that the ordinary least squares (OLS) estimator has the lowest...
    28 KB (4,717 words) - 18:09, 24 March 2025
  • Thumbnail for Markov theorem
    In mathematics the Markov theorem gives necessary and sufficient conditions for two braids to have closures that are equivalent knots or links. The conditions...
    3 KB (394 words) - 18:34, 9 July 2025
  • Gauss–Markov theorem Gauss–Markov process Markov blanket Markov boundary Markov chain Markov chain central limit theorem Additive Markov chain Markov additive...
    2 KB (229 words) - 07:10, 17 June 2024
  • the need to use the Markov chain central limit theorem when estimating the error of mean values. These algorithms create Markov chains such that they...
    63 KB (8,540 words) - 04:04, 30 June 2025
  • Thumbnail for Andrey Markov
    Andrey Markov Chebyshev–Markov–Stieltjes inequalities Gauss–Markov theorem Gauss–Markov process Hidden Markov model Markov blanket Markov chain Markov decision...
    11 KB (1,085 words) - 15:32, 11 July 2025
  • The phrase Gauss–Markov is used in two different ways: Gauss–Markov processes in probability theory The Gauss–Markov theorem in mathematical statistics...
    293 bytes (67 words) - 18:03, 5 February 2018
  • Markov number or Markoff number is a positive integer x, y or z that is part of a solution to the Markov Diophantine equation x 2 + y 2 + z 2 = 3 x y...
    11 KB (1,551 words) - 16:17, 15 March 2025
  • Thumbnail for Least squares
    estimator. An extended version of this result is known as the Gauss–Markov theorem. The idea of least-squares analysis was also independently formulated...
    36 KB (5,243 words) - 23:15, 19 June 2025
  • In mathematics, the Riesz–Markov–Kakutani representation theorem relates linear functionals on spaces of continuous functions on a locally compact space...
    9 KB (1,121 words) - 20:06, 12 September 2024
  • Thumbnail for Markov chain
    chain mixing time Markov chain tree theorem Markov decision process Markov information source Markov odometer Markov operator Markov random field Master...
    96 KB (12,900 words) - 00:37, 15 July 2025
  • processes, the Markov chain central limit theorem has a conclusion somewhat similar in form to that of the classic central limit theorem (CLT) of probability...
    6 KB (1,166 words) - 16:29, 18 April 2025
  • mathematical theory of Markov chains, the Markov chain tree theorem is an expression for the stationary distribution of a Markov chain with finitely many...
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  • Thumbnail for Ordinary least squares
    residuals when regressors have finite fourth moments and—by the Gauss–Markov theorem—optimal in the class of linear unbiased estimators when the errors are...
    65 KB (9,098 words) - 10:14, 3 June 2025
  • classes of nonnegative matrices. This theorem has important applications to probability theory (ergodicity of Markov chains); to the theory of dynamical...
    58 KB (8,225 words) - 20:00, 23 June 2025
  • S}{\partial \beta _{j}}}({\hat {\boldsymbol {\beta }}})=0} . The Gauss–Markov theorem shows that, when this is so, β ^ {\displaystyle {\hat {\boldsymbol {\beta...
    14 KB (2,249 words) - 19:40, 6 March 2025
  • represented as events generated by a Markov network (also known as a Markov random field). It is the fundamental theorem of random fields. It states that...
    11 KB (1,223 words) - 00:09, 26 May 2025
  • In mathematics, the Markov–Kakutani fixed-point theorem, named after Andrey Markov and Shizuo Kakutani, states that a commuting family of continuous affine...
    4 KB (658 words) - 22:16, 6 August 2023
  • particular associated with Markov's principle and Markov's rule in mathematical logic, Markov's theorem in knot theory and Markov algorithm in theoretical...
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  • Thumbnail for Regression analysis
    the theory of least squares in 1821, including a version of the Gauss–Markov theorem. The term "regression" was coined by Francis Galton in the 19th century...
    37 KB (5,235 words) - 03:23, 20 June 2025
  • {\boldsymbol {u}}} , respectively. This is a consequence of the Gauss–Markov theorem when the conditional variance of the outcome is not scalable to the...
    23 KB (2,888 words) - 16:45, 25 June 2025
  • \mathbb {Z} } . In modern sources, the Adyan–Rabin theorem is usually stated as follows: Let P be a Markov property of finitely presentable groups. Then there...
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  • Thumbnail for Polynomial regression
    unbiased estimators of the coefficients, under the conditions of the Gauss–Markov theorem. The least-squares method was published in 1805 by Legendre and in 1809...
    15 KB (2,406 words) - 23:39, 31 May 2025
  • uncorrelatedness of errors, and if one still assumes zero mean, then the Gauss–Markov theorem entails that the solution is the minimal unbiased linear estimator....
    31 KB (4,148 words) - 18:20, 3 July 2025
  • possible because the James–Stein estimator is biased, so that the Gauss–Markov theorem does not apply. Similar to the Hodges' estimator, the James-Stein estimator...
    16 KB (2,147 words) - 08:30, 27 June 2025
  • zero and a constant variance, σ {\displaystyle \sigma } , the Gauss–Markov theorem states that the least-squares estimator, β ^ {\displaystyle {\hat {\boldsymbol...
    34 KB (5,375 words) - 12:13, 4 May 2025
  • linear relationship. Contrary to popular belief, neither the Gauss–Markov theorem nor the more common maximum likelihood justification for ordinary least...
    21 KB (2,391 words) - 01:12, 26 May 2025
  • biased estimates as it violates the exogeneity assumption of the Gauss–Markov theorem. The problem of endogeneity is often ignored by researchers conducting...
    10 KB (1,435 words) - 22:03, 30 May 2024
  • regression, the use of the least-squares estimator is justified by the Gauss–Markov theorem, which does not assume that the distribution is normal. From the perspective...
    31 KB (4,202 words) - 04:22, 20 April 2025
  • Erdős–Ko–Rado theorem Euler's formula Euler's four-square identity Euler's theorem Five color theorem Five lemma Fundamental theorem of arithmetic Gauss–Markov theorem...
    6 KB (593 words) - 20:11, 5 June 2023
  • A continuous-time Markov chain (CTMC) is a continuous stochastic process in which, for each state, the process will change state according to an exponential...
    23 KB (4,240 words) - 02:41, 27 June 2025