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

共 50 条

[41] FITTING A LINEAR TRACE DECAY MODEL TO TASTE COMPARISONS AND PREFERENCES
GREGSON, RAM
BRITISH JOURNAL OF STATISTICAL PSYCHOLOGY, 1964, 17 (02): : 137 - 151
[42] COMPARISONS BETWEEN PHYSICAL MODEL AND NUMERICAL-MODEL RESULTS
SAGASTA, PF
AAPG BULLETIN-AMERICAN ASSOCIATION OF PETROLEUM GEOLOGISTS, 1986, 70 (04): : 478 - 478
[43] COMPARISONS OF PARAMETER AND HYPOTHESIS DEFINITIONS IN A GENERAL LINEAR-MODEL
HELMS, RW
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1988, 17 (08) : 2725 - 2753
[44] Some matrix results related to a partitioned singular linear model
Puntanen, S
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1996, 25 (02) : 269 - 279
[45] COMPARISONS BETWEEN THE USE OF TRUE BLUE AND DIAMIDINO YELLOW AS RETROGRADE FLUORESCENT TRACERS
PAYNE, JN
EXPERIMENTAL BRAIN RESEARCH, 1987, 68 (03) : 631 - 642
[46] EXTENDING SOME RESULTS AND PROOFS FOR THE SINGULAR LINEAR-MODEL
SEARLE, SR
LINEAR ALGEBRA AND ITS APPLICATIONS, 1994, 210 : 139 - 151
[47] A Regularized Estimator For Linear Regression Model With Possibly Singular Covariance
Hong Son Hoang
Baraille, Remy
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2013, 58 (01) : 236 - 241
[48] Output feedback stabilization of linear systems with a singular perturbation model
Cao, LY
Schwartz, HM
PROCEEDINGS OF THE 2002 AMERICAN CONTROL CONFERENCE, VOLS 1-6, 2002, 1-6 : 1627 - 1632
[49] THE GENERAL LINEAR-MODEL AND THE GENERALIZED SINGULAR VALUE DECOMPOSITION
PAIGE, CC
LINEAR ALGEBRA AND ITS APPLICATIONS, 1985, 70 (OCT) : 269 - 284
[50] The Samuelson macroeconomic model as a singular linear matrix difference equation
Ortega F.
Barros M.F.
Journal of Economic Structures, 9 (1)

← 1 2 3 4 5 →