Efficiency comparisons between two estimators based on matrix determinant Kantorovich-type inequalities

Shuangzhe Liu

doi:10.1007/s001840000050

Efficiency comparisons between two estimators based on matrix determinant Kantorovich-type inequalities

Shuangzhe Liu^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

5 Citations (Scopus)

Abstract

We first establish two matrix determinant Kantorovich-type inequalities. Then, based on these two and other inequalities, we introduce new efficiency criteria and present their upper bounds to make efficiency comparisons between the ordinary least squares estimator and the best linear unbiased estimator in the general linear model. We provide numerical examples to examine the upper bounds of some new and old efficiency criteria.

Original language	English
Pages (from-to)	145-155
Number of pages	11
Journal	Metrika
Volume	51
Issue number	2
DOIs	https://doi.org/10.1007/s001840000050
Publication status	Published - 2000

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title = "Efficiency comparisons between two estimators based on matrix determinant Kantorovich-type inequalities",

abstract = "We first establish two matrix determinant Kantorovich-type inequalities. Then, based on these two and other inequalities, we introduce new efficiency criteria and present their upper bounds to make efficiency comparisons between the ordinary least squares estimator and the best linear unbiased estimator in the general linear model. We provide numerical examples to examine the upper bounds of some new and old efficiency criteria.",

keywords = "Best linear unbiased estimator, Efficiency criterion, General linear model, Matrix differential, Ordinary least squares estimator",

author = "Shuangzhe Liu",

year = "2000",

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T1 - Efficiency comparisons between two estimators based on matrix determinant Kantorovich-type inequalities

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N2 - We first establish two matrix determinant Kantorovich-type inequalities. Then, based on these two and other inequalities, we introduce new efficiency criteria and present their upper bounds to make efficiency comparisons between the ordinary least squares estimator and the best linear unbiased estimator in the general linear model. We provide numerical examples to examine the upper bounds of some new and old efficiency criteria.

AB - We first establish two matrix determinant Kantorovich-type inequalities. Then, based on these two and other inequalities, we introduce new efficiency criteria and present their upper bounds to make efficiency comparisons between the ordinary least squares estimator and the best linear unbiased estimator in the general linear model. We provide numerical examples to examine the upper bounds of some new and old efficiency criteria.

KW - Best linear unbiased estimator

KW - Efficiency criterion

KW - General linear model

KW - Matrix differential

KW - Ordinary least squares estimator

UR - http://www.scopus.com/inward/record.url?scp=0034366370&partnerID=8YFLogxK

U2 - 10.1007/s001840000050

DO - 10.1007/s001840000050

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VL - 51

SP - 145

EP - 155

JO - Metrika

JF - Metrika

IS - 2

ER -

Efficiency comparisons between two estimators based on matrix determinant Kantorovich-type inequalities

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