On the minimum efficiency of least squares
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Publication:4066411
DOI10.1093/biomet/62.1.129zbMath0308.62057OpenAlexW1987176036MaRDI QIDQ4066411
Publication date: 1975
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/62.1.129
Related Items (36)
The inefficiency of least squares: Extensions of the Kantorovich inequality ⋮ Antieigenvalues and antieigenvectors in statistics. ⋮ On ordinary least-squares methods for sample surveys ⋮ A brief proof on the generalized variance bound of the relative efficiency in statistics ⋮ The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: Some examples and a literature review ⋮ Matrix norm versions of the Kantorovich inequality and its applications ⋮ Comparing the BLUEs Under Two Linear Models ⋮ Kantorovich and Cauchy-Schwarz inequalities involving positive semidefinite matrices, and efficiency comparisons for a singular linear model ⋮ A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors ⋮ A note on the inefficiency of non-linear estimators ⋮ Extrema of quadratic forms and statistical applications ⋮ The efficiency comparisons between OLSE and BLUE in a singular linear model ⋮ Equivalent sample sizes in time series regressions ⋮ BLUE against OLSE in the location model: energy minimization and asymptotic considerations ⋮ A note on the product of complementary principal minors of a positive definite matrix ⋮ Some extensions of the Kantorovich inequality and statistical applications ⋮ Kantorovich-type inequalities and the measures of inefficiency of the GLSE ⋮ The geometry of statistical efficiency and matrix statistics ⋮ The efficiency of the sample mean in a linear regression model when errors follow a first-order moving average process ⋮ The inefficiency of the least squares estimator and its bound ⋮ Bounds for the trace of the difference of the covariance matrices of the OLSE and BLUE ⋮ Constrained Kantorovich inequalities and relative efficiency of least squares ⋮ The error components regression model: conditional relative efficiency comparisons ⋮ Convexity conditions of Kantorovich function and related semi-infinite linear matrix inequalities ⋮ Some implications of the union-intersection principle for tests of sphericity ⋮ On the performance of the ordinary least squares method under an error component model. ⋮ Some optimization problems with applications to canonical correlations and sphericity tests ⋮ An alternative form of the Watson efficiency ⋮ Matrix differential calculus with applications in the multivariate linear model and its diagnostics ⋮ A generalization of Rao's covariance structure with applications to several linear models ⋮ Several matrix Euclidean norm inequalities involving Kantorovich inequality ⋮ The inefficiency of least squares in Gauss-Markov and variance component models ⋮ The canonical correlations of a 2\({\times}\)2 block matrix with given eigenvalues ⋮ Some results on canonical correlation and their applications to a linear model ⋮ Operator trigonometry of statistics and econometrics ⋮ Characteristic values and triangular factorization of the covariance matrix for multinomial, dirichlet and multivariate hypergeometric distributions and some related results
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