INEFFICIENCY AND CORRELATION
成果类型：
Article
署名作者：
BARTMANN, FC; BLOOMFIELD, P
署名单位：
Princeton University
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/68.1.67
发表日期：
1981
页码：
6771
关键词：
摘要：
Various extremal results were proved concerning the efficiency of least squares estimates relative to Gauss-Markov estimates and concerning the canonical correlations between 2 sets of random variables. These 2 types of results are related, and a new result is derived from which many previous inequalities can be derived.