Efficiency comparisons between two estimators based on matrix determinant Kantorovich-type inequalities. (English) Zbl 1093.62555

Summary: 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.


62J05 Linear regression; mixed models
60E15 Inequalities; stochastic orderings
62F10 Point estimation
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