Two Kantorovich-type inequalities and effciency comparisons between the OLSE and BLUE (Q701409)

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.