An alternative form of the Watson efficiency

DOI10.1016/J.JSPI.2009.01.002MaRDI QIDQ1022010zbMATHOpenAlexFDO

Authors Hu Yang, Litong Wang

Publication date 9 June 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2009.01.002

zbMATH Keywords

least squareslinear regression modelEuclidean normWatson efficiency

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)

Recommendations

• Some further results concerning the decomposition of the Watson efficiency in partitioned linear models
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Cites work

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• On the minimum efficiency of least squares
• Prediction and the efficiency of least squares
• SERIAL CORRELATION IN REGRESSION ANALYSIS. I
• Some extensions of the Kantorovich inequality and statistical applications
• Some further results concerning the decomposition of the Watson efficiency in partitioned linear models
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
• The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: Some examples and a literature review
• The inefficiency of least squares
• The inefficiency of least squares: Extensions of the Kantorovich inequality

Cited in

(10)

• On decomposing the Watson efficiency of ordinary least squares in a partitioned weakly singular linear model
• Some properties of relative efficiency of estimators in a two linear regression equations system with identical parameter vectors
• Professor Heinz Neudecker and matrix differential calculus
• Several matrix Euclidean norm inequalities involving Kantorovich inequality
• Some further results concerning the decomposition of the Watson efficiency in partitioned linear models
• The efficiency comparisons between OLSE and BLUE in a singular linear model
• Several Kantorovich inequalities involving Tracy-Singh product
• The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: Some examples and a literature review
• Matrix Euclidean norm Wielandt inequalities and their applications to statistics
• The best linear unbiased estimator in a singular linear regression model

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• alr3

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