Efficiency comparisons between two estimators based on matrix determinant Kantorovich-type inequalities |
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| Authors: | Shuangzhe Liu |
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| Institution: | (1) School of Mathematical Sciences, Australian National University, Canberra ACT 0200, Australia (email: Shuangzhe.Liu@maths.anu.edu.au), AU |
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| Abstract: | We first establish two matrix determinant Kantorovich-type inequalities. Then, based on these two and other inequalities,
we introduce new efficiency criteria and present their upper bounds to make efficiency comparisons between the ordinary least
squares estimator and the best linear unbiased estimator in the general linear model. We provide numerical examples to examine
the upper bounds of some new and old efficiency criteria.
Received: June 1999 |
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| Keywords: | : Efficiency criterion ordinary least squares estimator best linear unbiased estimator general linear model matrix differential |
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