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

DOI10.1214/AOMS/1177704021zbMATH Open0203.21404OpenAlexW2051696414MaRDI QIDQ5602008FDOQ5602008

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)

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

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