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 groups; majorization; concentration inequalities; elliptical densities; Gauss-Markov estimator of the mean vector; group induced orderings; invariance assumptions; log concave densities

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

Related Items

Concentration inequalities for multivariate distributions. I: Multivariate normal distributions, Some recent developments on majorization inequalities in probability and statistics, Some inequalities for symmetric convex sets with applications, A maximal extension of the Gauss-Markov theorem and its nonlinear version., The Kantorovich inequality for error analysis of the Kalman filter with unknown noise distributions, Universal inadmissibility of least squares estimator, Some further aspects of the löwner-ordering antitonicity of the moore-penrose inverse

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• 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