A Simple Proof of the Existence of the Best Estimator in a Quasilinear Regression Model

We provide a theorem on the existence of the best estimator in a quasilinear regression model, from which the existence of the best estimator for the whole class of nonlinear model functions follows immediately. The obtained theorem both extends and generalizes the previously known existence result. Our proof is elementary and rests on the basic knowledge of linear algebra and calculus.

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