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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.

dc.contributor.authorLiu, Shuangzhe
dc.contributor.authorKing, Maxwell
dc.date.accessioned2015-12-13T22:24:31Z
dc.date.available2015-12-13T22:24:31Z
dc.identifier.issn1025-5834
dc.identifier.urihttp://hdl.handle.net/1885/72757
dc.description.abstractWe 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.
dc.publisherTaylor & Francis Group
dc.sourceJournal of Inequalities and Applications
dc.subjectKeywords: Determinant; Efficiency comparisons; General linear model; Matrix differential; Trace
dc.titleTwo Kantorovich-type inequalities and efficiency comparisons between the OLSE and BLUE
dc.typeJournal article
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.citationvolume7
dc.date.issued2002
local.identifier.absfor010405 - Statistical Theory
local.identifier.ariespublicationMigratedxPub3414
local.type.statusPublished Version
local.contributor.affiliationLiu, Shuangzhe, College of Physical and Mathematical Sciences, ANU
local.contributor.affiliationKing, Maxwell, Monash University
local.bibliographicCitation.issue2
local.bibliographicCitation.startpage169
local.bibliographicCitation.lastpage177
dc.date.updated2015-12-11T08:07:08Z
local.identifier.scopusID2-s2.0-0036554085
CollectionsANU Research Publications

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