The inefficiency of least squares: Extensions of the Kantorovich inequality
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Publication:1077116
DOI10.1016/0024-3795(85)90056-4zbMath0594.62073OpenAlexW2120870507MaRDI QIDQ1077116
Publication date: 1985
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(85)90056-4
traceboundsleast squares estimatorBLUEKantorovich inequalityGauss-Markov modeldispersion matrixmeasure of inefficiency
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Eigenvalues, singular values, and eigenvectors (15A18)
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Cites Work
- Some extensions of the Kantorovich inequality and statistical applications
- Coefficient errors caused by using the wrong covariance matrix in the general linear model
- Statistical proofs of some matrix inequalities
- The inefficiency of least squares
- On the minimum efficiency of least squares
- On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
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