Concentration inequalities for Gauss-Markov estimators

DOI10.1016/0047-259X(88)90157-1zbMath0663.62072MaRDI QIDQ1114269

Morris L. Eaton

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

reflection groupsmajorizationconcentration inequalitieselliptical densitiesGauss-Markov estimator of the mean vectorgroup induced orderingsinvariance assumptionslog concave densities

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (10)

The Kantorovich inequality for error analysis of the Kalman filter with unknown noise distributions ⋮ Some further aspects of the löwner-ordering antitonicity of the moore-penrose inverse ⋮ Subgroup majorization. ⋮ Universal inadmissibility of least squares estimator ⋮ Concentration inequalities for multivariate distributions. I: Multivariate normal distributions ⋮ Some inequalities for symmetric convex sets with applications ⋮ Probability of random vector Hitting a polyhedral cone: majorization aspect ⋮ Universal Domination and Stochastic Domination—an Improved lower Bound for the Dimensionality ⋮ A maximal extension of the Gauss-Markov theorem and its nonlinear version. ⋮ Some recent developments on majorization inequalities in probability and statistics

Cites Work

• Reflection groups, generalized Schur functions, and the geometry of majorization
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
• A Theorem on Convex Sets with Applications
• Peakedness of Distributions of Convex Combinations
• On Random Variables with Comparable Peakedness
• An Inequality
• Inequalities: theory of majorization and its applications
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