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

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

<p/> <p>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.</p>

Bibliographic Details
Main Authors: King Maxwell L, Liu Shuangzhe
Format: Article
Language:English
Published: SpringerOpen 2002-01-01
Series:Journal of Inequalities and Applications
Subjects:
General linear model
Efficiency comparisons
Matrix differential
Determinant
Trace
Online Access:http://www.journalofinequalitiesandapplications.com/content/7/532798
Description
Summary:<p/> <p>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.</p>
ISSN:1025-5834
1029-242X

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