Efficiency comparisons between the OLSE and the BLUE in a singular linear model

被引：11

作者：

Liu, SZ ^{[1
]}

机构：

[1] Univ Basel, Inst Stat & Econometr, CH-4051 Basel, Switzerland

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2000年 / 84卷 / 1-2期

关键词：

Kantorovich inequality; matrix and trace inequalities; efficiency criteria; efficiency comparisons; OLSE; BLUE; singular linear model;

D O I：

10.1016/S0378-3758(99)00149-4

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Liski ct al. (1992, Linear Algebra Appl. 176, 121-130) give upper bounds of a criterion and make efficiency comparisons between the ordinary least-squares estimator and the best linear unbiased estimator for a singular linear model. Based on several matrix and trace versions of the Kantorovich inequality, we make further studies to introduce new efficiency criteria, to obtain their upper bounds and to make efficiency comparisons between the two estimators for the same singular linear model in the general case. (C) 2000 Elsevier Science B.V. All rights reserved.

引用

页码：191 / 200

页数：10

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