Publication

Albert’s theorem applied to problems of efficiency and MSE superiority

Bekker, P. & Neudecker, H., Sep-1989, In : Statistica Neerlandica. 43, 3, p. 157-167 11 p.

Research output: Contribution to journalArticleAcademicpeer-review

APA

Bekker, P., & Neudecker, H. (1989). Albert’s theorem applied to problems of efficiency and MSE superiority. Statistica Neerlandica, 43(3), 157-167. https://doi.org/10.1111/j.1467-9574.1989.tb01256.x

Author

Bekker, Paul ; Neudecker, H. / Albert’s theorem applied to problems of efficiency and MSE superiority. In: Statistica Neerlandica. 1989 ; Vol. 43, No. 3. pp. 157-167.

Harvard

Bekker, P & Neudecker, H 1989, 'Albert’s theorem applied to problems of efficiency and MSE superiority', Statistica Neerlandica, vol. 43, no. 3, pp. 157-167. https://doi.org/10.1111/j.1467-9574.1989.tb01256.x

Standard

Albert’s theorem applied to problems of efficiency and MSE superiority. / Bekker, Paul; Neudecker, H.

In: Statistica Neerlandica, Vol. 43, No. 3, 09.1989, p. 157-167.

Research output: Contribution to journalArticleAcademicpeer-review

Vancouver

Bekker P, Neudecker H. Albert’s theorem applied to problems of efficiency and MSE superiority. Statistica Neerlandica. 1989 Sep;43(3):157-167. https://doi.org/10.1111/j.1467-9574.1989.tb01256.x


BibTeX

@article{f06782a3d3a2445e9f527be0cf24ee96,
title = "Albert’s theorem applied to problems of efficiency and MSE superiority",
abstract = "Albert’s Theorem, which is closely related to general results on Schur complements can be successfully applied to statistical problems.In the present paper a concise proof for a slightly more general version of the theorem will be given. Two applications on efficiency and a structured overview of results on MSE superiority are then presented. They are the main statistical results of this self-contained paper.",
keywords = "covariance matrix difference, Lowner ordering, generalized inverse, mean-squarederror matrix difference",
author = "Paul Bekker and H Neudecker",
year = "1989",
month = "9",
doi = "10.1111/j.1467-9574.1989.tb01256.x",
language = "English",
volume = "43",
pages = "157--167",
journal = "Statistica Neerlandica",
issn = "0039-0402",
publisher = "Wiley",
number = "3",

}

RIS

TY - JOUR

T1 - Albert’s theorem applied to problems of efficiency and MSE superiority

AU - Bekker, Paul

AU - Neudecker, H

PY - 1989/9

Y1 - 1989/9

N2 - Albert’s Theorem, which is closely related to general results on Schur complements can be successfully applied to statistical problems.In the present paper a concise proof for a slightly more general version of the theorem will be given. Two applications on efficiency and a structured overview of results on MSE superiority are then presented. They are the main statistical results of this self-contained paper.

AB - Albert’s Theorem, which is closely related to general results on Schur complements can be successfully applied to statistical problems.In the present paper a concise proof for a slightly more general version of the theorem will be given. Two applications on efficiency and a structured overview of results on MSE superiority are then presented. They are the main statistical results of this self-contained paper.

KW - covariance matrix difference

KW - Lowner ordering

KW - generalized inverse

KW - mean-squarederror matrix difference

U2 - 10.1111/j.1467-9574.1989.tb01256.x

DO - 10.1111/j.1467-9574.1989.tb01256.x

M3 - Article

VL - 43

SP - 157

EP - 167

JO - Statistica Neerlandica

JF - Statistica Neerlandica

SN - 0039-0402

IS - 3

ER -

ID: 51421059