Constrained Kantorovich inequalities and relative efficiency of least squares

This paper establishes a type of Kantorovich inequality subject to some constraints and obtains some lower bounds for the relative efficiency of the least squares. These lower bounds can be much sharper than that obtained by using the unconstrained Kantorovich inequality. Multivariate extensions of the results are also obtained. Some interesting examples are presented.

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Year of publication:	1992
Authors:	Wang, Song-Gui ; Shao, Jun
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 42.1992, 2, p. 284-298
Publisher:	Elsevier
Keywords:	Linear models linear constraints relative efficiency BLUE

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199756