An alternative form of the Watson efficiency

DOI10.1016/j.jspi.2009.01.002zbMath1162.62066OpenAlexW1984942187MaRDI QIDQ1022010

Hu Yang, Litong Wang

Publication date: 9 June 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.01.002

zbMATH Keywords

least squaresEuclidean normlinear regression modelWatson efficiency

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items

Several Kantorovich Inequalities Involving Tracy-Singh Product ⋮ Matrix Euclidean norm Wielandt inequalities and their applications to statistics ⋮ The efficiency comparisons between OLSE and BLUE in a singular linear model ⋮ Some properties of relative efficiency of estimators in a two linear regression equations system with identical parameter vectors ⋮ The best linear unbiased estimator in a singular linear regression model ⋮ Several matrix Euclidean norm inequalities involving Kantorovich inequality

Uses Software

• alr3

Cites Work

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