The Inefficiency of Least Squares: Extensions of Kantorovich Inequality.

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. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1984
Accession Number
ADA149568

Entities

People

  • Calyampudi Radhakrishna Rao

Organizations

  • University of Pittsburgh

Tags

DTIC Thesaurus Topics

  • Air Force
  • Dispersions
  • Eigenvalues
  • Equations
  • Estimators
  • Governments
  • Inequalities
  • Mathematics
  • Multivariate Analysis
  • Scientific Research
  • Statistical Algorithms
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Applied Combinatorial Optimization and Logic Circuit Design.
  • Linear Algebra
  • Statistical inference.