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Two Kantorovich-type inequalities and efficiency comparisons between the OLSE and BLUE

Liu, Shuangzhe; King, Maxwell

Description

We first establish two matrix-determinant Kantorovich-type inequalities. Then we introduce two efficiency criteria and make efficiency comparisons between the ordinary least squares estimator and best linear unbiased estimator in linear models.

CollectionsANU Research Publications
Date published: 2002
Type: Journal article
URI: http://hdl.handle.net/1885/72757
Source: Journal of Inequalities and Applications

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