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

DOI10.1111/J.1467-9574.1989.TB01256.XMaRDI QIDQ3357366zbMATH OpenOpenAlexFDO

Authors Paul A. Bekker, Heinz Neudecker

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

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)

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Cites work

• scientific article; zbMATH DE number 3373921 (Why is no real title available?)
• A Note on Bias in the Almon Distributed Lag Estimator
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• Conditions for Positive and Nonnegative Definiteness in Terms of Pseudoinverses
• Regression and the Moore-Penrose pseudoinverse
• Schur complements and statistics

Cited in

(6)

• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• scientific article; zbMATH DE number 3965213 (Why is no real title available?)
• Elfving's theorem revisited
• Matrix results on the Khatri-Rao and Tracy-Singh products
• Inequalities involving Hadamard products of positive semidefinite matrices
• Mean square error matrix comparison of some estimators in linear regressions with multicollinearity

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