Some Matrix Norm Kantorovich Inequalities and Their Applications

DOI10.1080/03610926.2010.505695zbMath1251.15026OpenAlexW1990254549MaRDI QIDQ2892611

Hu Yang, Jibo Wu

Publication date: 19 June 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.505695

zbMATH Keywords

Frobenius normMoore-Penrose inversebest linear unbiased estimatormatrix normKantorovich inequalityspectral normordinary least-squares estimatorpositive-semidefinite matricessingular linear regression model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Miscellaneous inequalities involving matrices (15A45)

Related Items (2)

Some properties of relative efficiency of estimators in a two linear regression equations system with identical parameter vectors ⋮ The best linear unbiased estimator in a singular linear regression model

Cites Work

• Matrix versions of the Cauchy and Kantorovich inequalities
• The inefficiency of least squares: Extensions of the Kantorovich inequality
• Some extensions of the Kantorovich inequality and statistical applications
• 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
• Efficiency comparisons between the OLSE and the BLUE in a singular linear model
• The inefficiency of least squares
• Linear Statistical Inference and its Applications

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