Radhakrishna Rao , C. (1985) The inefficiency of least squares: extensions of the kantorovich inequality Linear Algebra and its Applications, 70 . pp. 249-255. ISSN 0024-3795
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/002437...
Related URL: http://dx.doi.org/10.1016/0024-3795(85)90056-4
Abstract
Four different measures of inefficiency of the simple least squares estimator in the general Gauss-Markoff model are considered. Previous work on the bounds to some of these measures is briefly reviewed, and new bounds are obtained for a particular measure.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| ID Code: | 42481 |
| Deposited On: | 04 Jun 2011 08:54 |
| Last Modified: | 04 Jun 2011 08:54 |
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