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Zbl 0887.62066
Liu, S.; Neudecker, H.
Kantorovich inequalities and efficiency comparisons for several classes of estimators in linear models. (English)
[J] Stat. Neerl. 51, No.3, 345-355 (1997). ISSN 0039-0402; ISSN 1467-9574/e

Summary: New matrix, determinant and trace versions of the Kantorovich inequality involving two positive definite matrices are presented. Some of these are used to study the efficiencies of minimum-distance estimators, generalized method-of-moments estimators and several estimators specific to longitudinal or panel-data analysis. They are also used to give upper bounds for the determinant and trace of the asymptotic variance matrix of a weighted least-squares estimator in the generalized linear model.

MSC 2000:: *62H12 Multivariate estimation
62J05 Linear regression

Keywords: minimum-distance estimators; generalized method-of-moments estimators; panel-data analysis; longitudinal data analysis; determinant; trace; Kantorovich inequality

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Zentralblatt MATH Berlin [Germany]