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

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Date

2002

Authors

Liu, Shuangzhe
King, Maxwell

Journal Title

Journal ISSN

Volume Title

Publisher

Taylor & Francis Group

Abstract

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.

Description

Keywords

Keywords: Determinant; Efficiency comparisons; General linear model; Matrix differential; Trace

Citation

URI

http://hdl.handle.net/1885/72757

Collections

ANU Research Publications

Source

Journal of Inequalities and Applications

Type

Journal article

Book Title

Entity type

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DOI

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