An alternative form of the Watson efficiency

DOI10.1016/J.JSPI.2009.01.002zbMATH Open1162.62066OpenAlexW1984942187MaRDI QIDQ1022010FDOQ1022010

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

Recommendations

• Some further results concerning the decomposition of the Watson efficiency in partitioned linear models
• On decomposing the Watson efficiency of ordinary least squares in a partitioned weakly singular linear model
• Two new relative efficiencies of the weighted mixed estimator with respect to the ordinary least squares estimator in linear regression models
• A new relative efficiency in parameter estimation for linear model
• scientific article; zbMATH DE number 1790892

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)

Cites Work

• Applied Linear Regression
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
• On decomposing the Watson efficiency of ordinary least squares in a partitioned weakly singular linear model
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• The inefficiency of least squares
• On the minimum efficiency of least squares
• The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: Some examples and a literature review
• Some further results concerning the decomposition of the Watson efficiency in partitioned linear models
• Criteria for the equality between ordinary least squares and best linear unbiased estimators under certain linear models
• Some extensions of the Kantorovich inequality and statistical applications
• SERIAL CORRELATION IN REGRESSION ANALYSIS. I
• Linear Least Squares Regression
• Prediction and the efficiency of least squares
• The inefficiency of least squares: Extensions of the Kantorovich inequality
• Efficiency matrix and the partial ordering of estimate
• Kantorovich-type inequalities and the measures of inefficiency of the GLSE
• Title not available (Why is that?)
• A brief proof on the generalized variance bound of the relative efficiency in statistics

Cited In (10)

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

Uses Software

• alr3

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