Journal of Inequalities and Applications (Jan 2002)

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

  • King Maxwell L,
  • Liu Shuangzhe

Journal volume & issue
Vol. 2002, no. 2
p. 532798

Abstract

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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