Accession Number:

ADA149568

Title:

The Inefficiency of Least Squares: Extensions of Kantorovich Inequality.

Descriptive Note:

Technical rept.,

Corporate Author:

PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS

Personal Author(s):

Report Date:

1984-11-01

Pagination or Media Count:

12.0

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE