Efficiency comparisons between the OLSE and the BLUE in a singular linear model

Shuangzhe Liu

doi:10.1016/S0378-3758(99)00149-4

Efficiency comparisons between the OLSE and the BLUE in a singular linear model

Shuangzhe Liu

Research output: Contribution to journal › Article › peer-review

13 Citations (Scopus)

Abstract

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.

Original language	English
Pages (from-to)	191-200
Number of pages	10
Journal	Journal of Statistical Planning and Inference
Volume	84
Issue number	1-2
DOIs	https://doi.org/10.1016/S0378-3758(99)00149-4
Publication status	Published - 1 Mar 2000
Externally published	Yes

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10.1016/S0378-3758(99)00149-4

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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

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JO - Journal of Statistical Planning and Inference

JF - Journal of Statistical Planning and Inference

IS - 1-2

ER -

Efficiency comparisons between the OLSE and the BLUE in a singular linear model

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