Efficiency comparisons between two estimators based on matrix determinant Kantorovich-type inequalities

dc.contributor.authorLiu, Shuangzhe
dc.date.accessioned2015-12-13T23:16:14Z
dc.date.issued2000
dc.date.updated2015-12-12T08:47:14Z
dc.description.abstractWe 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.
dc.identifier.issn0026-1335
dc.identifier.urihttp://hdl.handle.net/1885/89301
dc.publisherPhysica-Verlag GMBH
dc.sourceMetrika
dc.subjectKeywords: Best linear unbiased estimator; Efficiency criterion; General linear model; Matrix differential; Ordinary least squares estimator
dc.titleEfficiency comparisons between two estimators based on matrix determinant Kantorovich-type inequalities
dc.typeJournal article
local.bibliographicCitation.issue2
local.bibliographicCitation.lastpage155
local.bibliographicCitation.startpage145
local.contributor.affiliationLiu, Shuangzhe, College of Physical and Mathematical Sciences, ANU
local.contributor.authoremailrepository.admin@anu.edu.au
local.contributor.authoruidLiu, Shuangzhe, u4005803
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.absfor010406 - Stochastic Analysis and Modelling
local.identifier.ariespublicationMigratedxPub19275
local.identifier.citationvolume51
local.identifier.scopusID2-s2.0-0034366370
local.identifier.uidSubmittedByMigrated
local.type.statusPublished Version

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