Efficiency comparisons between two estimators based on matrix determinant Kantorovich-type inequalities
Date
2000
Authors
Liu, Shuangzhe
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Physica-Verlag GMBH
Abstract
We first establish two matrix determinant Kantorovich-type inequalities. Then, based on these two and other inequalities, we introduce new efficiency criteria and present their upper bounds to make efficiency comparisons between the ordinary least squares estimator and the best linear unbiased estimator in the general linear model. We provide numerical examples to examine the upper bounds of some new and old efficiency criteria.
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Keywords: Best linear unbiased estimator; Efficiency criterion; General linear model; Matrix differential; Ordinary least squares estimator
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2037-12-31
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