On the minimum efficiency of least squares
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(38)- An alternative form of the Watson efficiency
- Several matrix Euclidean norm inequalities involving Kantorovich inequality
- The inefficiency of least squares: Extensions of the Kantorovich inequality
- A note on the product of complementary principal minors of a positive definite matrix
- Some extensions of the Kantorovich inequality and statistical applications
- The inefficiency of the least squares estimator and its bound
- Bounds for the trace of the difference of the covariance matrices of the OLSE and BLUE
- Constrained Kantorovich inequalities and relative efficiency of least squares
- Some implications of the union-intersection principle for tests of sphericity
- Some optimization problems with applications to canonical correlations and sphericity tests
- A generalization of Rao's covariance structure with applications to several linear models
- The inefficiency of least squares in Gauss-Markov and variance component models
- On ordinary least-squares methods for sample surveys
- Kantorovich and Cauchy-Schwarz inequalities involving positive semidefinite matrices, and efficiency comparisons for a singular linear model
- Some results on canonical correlation and their applications to a linear model
- The canonical correlations of a 2\({\times}\)2 block matrix with given eigenvalues
- Operator trigonometry of statistics and econometrics
- Antieigenvalues and antieigenvectors in statistics.
- Matrix norm versions of the Kantorovich inequality and its applications
- Matrix differential calculus with applications in the multivariate linear model and its diagnostics
- The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: Some examples and a literature review
- Comparing the BLUEs under two linear models
- A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors
- The error components regression model: conditional relative efficiency comparisons
- Extrema of quadratic forms and statistical applications
- Equivalent sample sizes in time series regressions
- A note on the inefficiency of non-linear estimators
- The efficiency comparisons between OLSE and BLUE in a singular linear model
- Characteristic values and triangular factorization of the covariance matrix for multinomial, dirichlet and multivariate hypergeometric distributions and some related results
- A brief proof on the generalized variance bound of the relative efficiency in statistics
- Convexity conditions of Kantorovich function and related semi-infinite linear matrix inequalities
- On the performance of the ordinary least squares method under an error component model.
- BLUE against OLSE in the location model: energy minimization and asymptotic considerations
- The trigonometry of matrix statistics
- Professor Heinz Neudecker and matrix differential calculus
- The efficiency of the sample mean in a linear regression model when errors follow a first-order moving average process
- Kantorovich-type inequalities and the measures of inefficiency of the GLSE
- The geometry of statistical efficiency and matrix statistics
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