A brief proof on the generalized variance bound of the relative efficiency in statistics

DOI10.1080/03610929008830460MaRDI QIDQ3978041zbMATH OpenOpenAlexFDO

Authors Hu Yang

Publication date 25 June 1992

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

Full work available at URL https://doi.org/10.1080/03610929008830460

zbMATH Keywords

general linear modelrelative efficiencyPoincare theoremgeneralized variance bound

Mathematics Subject Classification ID

Linear inference, regression (62J99) Inequalities; stochastic orderings (60E15)

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Cites work

• On the minimum efficiency of least squares
• Some extensions of the Kantorovich inequality and statistical applications
• The inefficiency of least squares
• The inefficiency of least squares: Extensions of the Kantorovich inequality

Cited in

(3)

• An alternative form of the Watson efficiency
• The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: Some examples and a literature review
• Asymptotic Relative Efficiency and Exact Variance Stabilizing Transformation for the Generalized Gaussian Distribution

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