Albert's theorem applied to problems of efficiency and MSE superiority

DOI10.1111/J.1467-9574.1989.TB01256.XzbMATH Open0731.62105OpenAlexW2052758874MaRDI QIDQ3357366FDOQ3357366

Heinz Neudecker, Paul A. Bekker

Publication date: 1989

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1989.tb01256.x

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zbMATH Keywords

generalized inverseSchur complementsAlbert's theoremcovariance matrix differenceLöwner orderingmean-squared-error matrix differenceMSE superiority

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Positive matrices and their generalizations; cones of matrices (15B48) Miscellaneous inequalities involving matrices (15A45)

Cites Work

• Title not available (Why is that?)
• Schur complements and statistics
• Conditions for Positive and Nonnegative Definiteness in Terms of Pseudoinverses
• Regression and the Moore-Penrose pseudoinverse
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• A Note on Bias in the Almon Distributed Lag Estimator

Cited In (6)

• Title not available (Why is that?)
• Elfving's theorem revisited
• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
• Inequalities involving Hadamard products of positive semidefinite matrices
• Matrix results on the Khatri-Rao and Tracy-Singh products

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