The inefficiency of least squares in Gauss-Markov and variance component models

DOI10.1007/BF02677416zbMath0927.62071OpenAlexW2059304475MaRDI QIDQ1299819

Jianbao Chen, Jinlong Zhan

Publication date: 14 December 1999

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02677416

zbMATH Keywords

LSEefficiencyvariance componentsGauss-Markov modelsG-M estimates

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

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• A bound for the Euclidean norm of the difference between the least squares and the best linear unbiased estimators
• The inefficiency of least squares
• On the minimum efficiency of least squares