Document Zbl 1093.62555

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

Metrika 51, No. 2, 145-155 (2000).

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.

Cited in 4 Documents

MSC:

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

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

MSC: