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Constrained Kantorovich inequalities and relative efficiency of least squares

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  • Wang, Song-Gui
  • Shao, Jun

Abstract

This paper establishes a type of Kantorovich inequality subject to some constraints and obtains some lower bounds for the relative efficiency of the least squares. These lower bounds can be much sharper than that obtained by using the unconstrained Kantorovich inequality. Multivariate extensions of the results are also obtained. Some interesting examples are presented.

Suggested Citation

  • Wang, Song-Gui & Shao, Jun, 1992. "Constrained Kantorovich inequalities and relative efficiency of least squares," Journal of Multivariate Analysis, Elsevier, vol. 42(2), pages 284-298, August.
    • Handle: RePEc:eee:jmvana:v:42:y:1992:i:2:p:284-298
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