Two Kantorovich-type inequalities and efficiency comparisons between the OLSE and BLUE

Shuangzhe Liu, Maxwell L. King

Research output: Contribution to journalArticle

2 Citations (Scopus)

Abstract

We first establish two matrix-determinant Kantorovich-type inequalities. Then we introduce two efficiency criteria and make efficiency comparisons between the ordinary least squares estimator and best linear unbiased estimator in linear models.

Original languageEnglish
Pages (from-to)169-177
Number of pages9
JournalJournal of Inequalities and Applications
Volume7
Issue number2
Publication statusPublished - 1 Apr 2002
Externally publishedYes

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Best Linear Unbiased Estimator
Ordinary Least Squares Estimator
Linear Model
Determinant

Cite this

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Two Kantorovich-type inequalities and efficiency comparisons between the OLSE and BLUE. / Liu, Shuangzhe; King, Maxwell L.

In: Journal of Inequalities and Applications, Vol. 7, No. 2, 01.04.2002, p. 169-177.

Research output: Contribution to journalArticle

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AU - Liu, Shuangzhe

AU - King, Maxwell L.

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AB - We first establish two matrix-determinant Kantorovich-type inequalities. Then we introduce two efficiency criteria and make efficiency comparisons between the ordinary least squares estimator and best linear unbiased estimator in linear models.

KW - Determinant

KW - Efficiency comparisons

KW - General linear model

KW - Matrix differential

KW - Trace

UR - http://www.scopus.com/inward/record.url?scp=0036554085&partnerID=8YFLogxK

UR - https://openresearch-repository.anu.edu.au/handle/1885/72757?mode=full

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