The inefficiency of the least squares estimator and its bound

DOI10.1007/BF02015693zbMath0748.62031OpenAlexW2063390528MaRDI QIDQ1192817

Hu Yang

Publication date: 27 September 1992

Published in: Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02015693

zbMATH Keywords

mean squared errorleast squares estimatorbest linear unbiased estimatorgeneralized variancerelative efficiencyinefficiencyGauss-Markov modelmatrix derivative

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites Work

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• Kantorovich-type inequalities and the measures of inefficiency of the GLSE
• The inefficiency of least squares: Extensions of the Kantorovich inequality
• Some extensions of the Kantorovich inequality and statistical applications
• The inefficiency of least squares
• On the minimum efficiency of least squares

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