TY - JOUR
T1 - Efficiency comparisons between two estimators based on matrix determinant Kantorovich-type inequalities
AU - Liu, Shuangzhe
PY - 2000
Y1 - 2000
N2 - 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.
AB - 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.
KW - Best linear unbiased estimator
KW - Efficiency criterion
KW - General linear model
KW - Matrix differential
KW - Ordinary least squares estimator
UR - http://www.scopus.com/inward/record.url?scp=0034366370&partnerID=8YFLogxK
U2 - 10.1007/s001840000050
DO - 10.1007/s001840000050
M3 - Article
AN - SCOPUS:0034366370
SN - 0026-1335
VL - 51
SP - 145
EP - 155
JO - Metrika
JF - Metrika
IS - 2
ER -