Bounds for the trace of the difference of the covariance matrices of the OLSE and BLUE

DOI10.1016/0024-3795(92)90214-UzbMath0753.62033MaRDI QIDQ1200572

Simo Puntanen, Erkki P. Liski, Song-Gui Wang

Publication date: 16 January 1993

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

tracelinear modelbest linear unbiased estimatorordinary least squares estimatorinefficiencysingular covariance matrices

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items

Some equalities and inequalities for covariance matrices of estimators under linear model ⋮ Some Matrix Norm Kantorovich Inequalities and Their Applications ⋮ Kantorovich and Cauchy-Schwarz inequalities involving positive semidefinite matrices, and efficiency comparisons for a singular linear model ⋮ Equalities for estimators of partial parameters under linear model with restrictions ⋮ Efficiency comparisons between the OLSE and the BLUE in a singular linear model ⋮ On comparison of dispersion matrices of estimators under a constrained linear model ⋮ Matrix rank and inertia formulas in the analysis of general linear models ⋮ A survey of Cauchy-Schwarz and Kantorovich-type matrix inequalities

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