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May, 1980 A New Bound for the Euclidean Norm of the Difference Between the Least Squares and the Best Linear Unbiased Estimators
J. K. Baksalary, R. Kala
Ann. Statist. 8(3): 679-681 (May, 1980). DOI: 10.1214/aos/1176345018

Abstract

A new bound is established for the Euclidean norm of the difference between the least squares estimator and the best linear unbiased estimator of the vector of expectations in the general linear model. The bound is valid regardless of the rank of the dispersion matrix and is expressed in substantially simpler terms than the bounds given earlier by Haberman and by Baksalary and Kala.

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J. K. Baksalary. R. Kala. "A New Bound for the Euclidean Norm of the Difference Between the Least Squares and the Best Linear Unbiased Estimators." Ann. Statist. 8 (3) 679 - 681, May, 1980. https://doi.org/10.1214/aos/1176345018

Information

Published: May, 1980
First available in Project Euclid: 12 April 2007

zbMATH: 0464.62055
MathSciNet: MR568730
Digital Object Identifier: 10.1214/aos/1176345018

Subjects:
Primary: 62J05

Rights: Copyright © 1980 Institute of Mathematical Statistics

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Vol.8 • No. 3 • May, 1980
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