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

DOI10.1080/03610929008830460MaRDI QIDQ3978041zbMATHOpenAlexFDO

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)

Recommendations

• A NEW UPPER BOUND FOR THE EFFICIENCY FACTOR OF A BLOCK DESIGN
• scientific article; zbMATH DE number 4088755
• Relative efficiency of parameter estimates in generalized Gauss-Markoff models
• A new relative efficiency in parameter estimation for linear model
• scientific article; zbMATH DE number 597400

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)

• 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
• An alternative form of the Watson efficiency

This page was built for publication: A brief proof on the generalized variance bound of the relative efficiency in statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3978041)