Kantorovich inequalities and efficiency comparisons for several classes of estimators in linear models

DOI10.1111/1467-9574.00058MaRDI QIDQ4372933zbMATH OpenOpenAlexFDO

Authors Shuangzhe Liu, Heinz Neudecker

Publication date 27 May 1998

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9574.00058

zbMATH Keywords

determinantgeneralized method-of-moments estimatorsKantorovich inequalitylongitudinal data analysisminimum-distance estimatorspanel-data analysistrace

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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