TY - JOUR
T1 - Efficiency comparisons between the OLSE and the BLUE in a singular linear model
AU - Liu, Shuangzhe
PY - 2000/3/1
Y1 - 2000/3/1
N2 - Liski et al. (1992, Linear Algebra Appl. 176, 121-130) give upper bounds of a criterion and make efficiency comparisons between the ordinary least-squares estimator and the best linear unbiased estimator for a singular linear model. Based on several matrix and trace versions of the Kantorovich inequality, we make further studies to introduce new efficiency criteria, to obtain their upper bounds and to make efficiency comparisons between the two estimators for the same singular linear model in the general case.
AB - Liski et al. (1992, Linear Algebra Appl. 176, 121-130) give upper bounds of a criterion and make efficiency comparisons between the ordinary least-squares estimator and the best linear unbiased estimator for a singular linear model. Based on several matrix and trace versions of the Kantorovich inequality, we make further studies to introduce new efficiency criteria, to obtain their upper bounds and to make efficiency comparisons between the two estimators for the same singular linear model in the general case.
KW - 15A09
KW - 15A45
KW - 62J05
KW - BLUE
KW - Efficiency comparisons
KW - Efficiency criteria
KW - Kantorovich inequality
KW - Matrix and trace inequalities
KW - OLSE
KW - Singular linear model
UR - http://www.scopus.com/inward/record.url?scp=0348191064&partnerID=8YFLogxK
U2 - 10.1016/S0378-3758(99)00149-4
DO - 10.1016/S0378-3758(99)00149-4
M3 - Article
AN - SCOPUS:0348191064
SN - 0378-3758
VL - 84
SP - 191
EP - 200
JO - Journal of Statistical Planning and Inference
JF - Journal of Statistical Planning and Inference
IS - 1-2
ER -