Efficiency comparisons between two estimators based on matrix determinant Kantorovich-type inequalities

Research output: Contribution to journalArticle

3 Citations (Scopus)

Abstract

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.

Original languageEnglish
Pages (from-to)145-155
Number of pages11
JournalMetrika
Volume51
Issue number2
DOIs
Publication statusPublished - 2000
Externally publishedYes

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Determinant
Estimator
Upper bound
Best Linear Unbiased Estimator
Ordinary Least Squares Estimator
Linear Model
Numerical Examples
Ordinary least squares
Least squares estimator

Cite this

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abstract = "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.",
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Efficiency comparisons between two estimators based on matrix determinant Kantorovich-type inequalities. / Liu, Shuangzhe.

In: Metrika, Vol. 51, No. 2, 2000, p. 145-155.

Research output: Contribution to journalArticle

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