Two Kantorovich-type inequalities and effciency comparisons between the OLSE and BLUE (Q701409): Difference between revisions
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Revision as of 09:48, 21 February 2024
scientific article
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| English | Two Kantorovich-type inequalities and effciency comparisons between the OLSE and BLUE |
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Two Kantorovich-type inequalities and effciency comparisons between the OLSE and BLUE (English)
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10 December 2002
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Kantorovich-type inequalities have been used for efficiency comparisons of ordinary least squares estimators (OLSE's) and best linear unbiased estimators (BLUE's) in linear models since the mid-seventies. The present paper derives two such inequalities, defines efficiency criteria (involving determinants instead of traces), and uses them for the aforementioned kind of comparisons.
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Kantorovich-type inequalities
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ordinary least squares estimators
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best linear unbiased estimators
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linear models
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