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

DOI10.1111/1467-9574.00058zbMath0887.62066OpenAlexW2032429434MaRDI QIDQ4372933

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

tracedeterminantKantorovich inequalitylongitudinal data analysisminimum-distance estimatorsgeneralized method-of-moments estimatorspanel-data analysis

Mathematics Subject Classification ID

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

Related Items (7)

Improved second order estimation in the singular multivariate normal model ⋮ Equality conditions for matrix Kantorovich-type inequalities ⋮ Refinements of Kantorovich inequality for Hermitian matrices ⋮ New inequalities of the Kantorovich type for bounded linear operators in Hilbert spaces ⋮ Efficiency comparisons between the OLSE and the BLUE in a singular linear model ⋮ A survey of Cauchy-Schwarz and Kantorovich-type matrix inequalities ⋮ Kantorovich-type inequalities for operators via \(D\)-optimal design theory

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