Comparison of the Variance of Minimum Variance and Weighted Least Squares Regression Coefficients

DOI10.1214/AOMS/1177704021MaRDI QIDQ5602008zbMATH OpenOpenAlexFDO

Authors Gene H. Golub

Publication date 1963

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177704021

Cited in

(10)

• Comparisons among three estimation methods in linear models when observations are pairwise correlated
• Matrices which can be optimally scaled
• Bounds for the inequality of Wielandt
• The error components regression model: conditional relative efficiency comparisons
• A small note on the scaling of symmetric positive definite semiseparable matrices
• Some comments on six inequalities associated with the inefficiency of ordinary least squares with one regressor
• On the Effects of Scaling of the Peaceman-Rachford Method
• The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: Some examples and a literature review
• Flexible Weighted Log-Rank Tests Optimal for Detecting Early and/or Late Survival Differences
• A survey of Cauchy-Schwarz and Kantorovich-type matrix inequalities

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