Two Kantorovich-type inequalities and efficiency comparisons between the OLSE and BLUE

Shuangzhe Liu; Maxwell L. King

Two Kantorovich-type inequalities and efficiency comparisons between the OLSE and BLUE

Shuangzhe Liu^*, Maxwell L. King

^*Corresponding author for this work

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

3 Citations (Scopus)

Abstract

We first establish two matrix-determinant Kantorovich-type inequalities. Then we introduce two efficiency criteria and make efficiency comparisons between the ordinary least squares estimator and best linear unbiased estimator in linear models.

Original language	English
Pages (from-to)	169-177
Number of pages	9
Journal	Journal of Inequalities and Applications
Volume	7
Issue number	2
Publication status	Published - Apr 2002

Cite this

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title = "Two Kantorovich-type inequalities and efficiency comparisons between the OLSE and BLUE",

abstract = "We first establish two matrix-determinant Kantorovich-type inequalities. Then we introduce two efficiency criteria and make efficiency comparisons between the ordinary least squares estimator and best linear unbiased estimator in linear models.",

keywords = "Determinant, Efficiency comparisons, General linear model, Matrix differential, Trace",

author = "Shuangzhe Liu and King, \{Maxwell L.\}",

year = "2002",

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AU - Liu, Shuangzhe

AU - King, Maxwell L.

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AB - We first establish two matrix-determinant Kantorovich-type inequalities. Then we introduce two efficiency criteria and make efficiency comparisons between the ordinary least squares estimator and best linear unbiased estimator in linear models.

KW - Determinant

KW - Efficiency comparisons

KW - General linear model

KW - Matrix differential

KW - Trace

UR - https://www.scopus.com/pages/publications/0036554085

M3 - Article

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JF - Journal of Inequalities and Applications

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Two Kantorovich-type inequalities and efficiency comparisons between the OLSE and BLUE

Abstract

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