AN INEQUALITY FOR A MEASURE OF DEVIATION IN LINEAR-MODELS

Authors
MATHEW T NORDSTROM K
Citation
T. Mathew et K. Nordstrom, AN INEQUALITY FOR A MEASURE OF DEVIATION IN LINEAR-MODELS, The American statistician, 51(4), 1997, pp. 344-349
Citations number
10
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
The American statistician → ACNP
ISSN journal
00031305
Volume
51
Issue
4
Year of publication
1997
Pages
344 - 349
Database
ISI
SICI code
0003-1305(1997)51:4<344:AIFAMO>2.0.ZU;2-4
Abstract
A matrix inequality is established that provides an upper bound for a quadratic form that involves the difference between two linear unbiase d estimators of the same linear parametric function in a general linea r model, Various special cases of the inequality are discussed. Certai n inequalities that arise in the problem of outlier detection and pred iction of observations come out as special cases, In addition, some ex tensions of Samuelson's inequality are also obtained.