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

DOI10.1111/1467-9574.00058zbMATH Open0887.62066OpenAlexW2032429434MaRDI QIDQ4372933FDOQ4372933

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

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zbMATH Keywords

determinantlongitudinal data analysistraceKantorovich inequalityminimum-distance estimatorsgeneralized method-of-moments estimatorspanel-data analysis

Mathematics Subject Classification ID

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

Cited In (17)

• Several matrix Euclidean norm inequalities involving Kantorovich inequality
• Two Kantorovich-type inequalities and effciency comparisons between the OLSE and BLUE
• A survey of Cauchy-Schwarz and Kantorovich-type matrix inequalities
• Improved second order estimation in the singular multivariate normal model
• Equality conditions for matrix Kantorovich-type inequalities
• Professor Heinz Neudecker and matrix differential calculus
• Refinements of Kantorovich inequality for Hermitian matrices
• Title not available (Why is that?)
• Efficiency comparisons between the OLSE and the BLUE in a singular linear model
• New inequalities of the Kantorovich type for bounded linear operators in Hilbert spaces
• Efficiency comparisons between two estimators based on matrix determinant Kantorovich-type inequalities.
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• Kantorovich-type inequalities for operators via \(D\)-optimal design theory
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• Kantorovich inequality for positive operators on quaternionic Hilbert spaces
• Kantorovich-type inequalities and the measures of inefficiency of the GLSE
• Operator trigonometry of statistics and econometrics

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