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

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

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Article ID: iaor20013687
Country: Germany
Volume: 51
Issue: 2
Start Page Number: 145
End Page Number: 155
Publication Date: Jan 2000
Journal: Metrika
Authors:
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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