The efficiency comparisons between OLSE and BLUE in a singular linear model

DOI10.1186/1029-242X-2013-17zbMath1278.62107WikidataQ59301927 ScholiaQ59301927MaRDI QIDQ389161

Litong Wang, Guobing Pan

Publication date: 17 January 2014

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

zbMATH Keywords

least squaresEuclidean normWatson efficiency

Mathematics Subject Classification ID

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

Related Items (1)

On the exponential inequalities for widely orthant-dependent random variables

Cites Work

• An alternative form of the Watson efficiency
• Constrained Kantorovich inequalities and relative efficiency of least squares
• The general Gauss-Markov model with possibly singular dispersion matrix
• Efficiency comparisons between the OLSE and the BLUE in a singular linear model
• The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: Some examples and a literature review
• The inefficiency of least squares
• On the minimum efficiency of least squares
• On Best Linear Estimation and General Gauss-Markov Theorem in Linear Models with Arbitrary Nonnegative Covariance Structure

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