The Geometry of Statistical Efficiency and Matrix Statistics | Zendy

Karl Gustafson | Zendy

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The Geometry of Statistical Efficiency and Matrix Statistics

Author(s) -

Karl Gustafson

Publication year - 2007

Publication title -

journal of applied mathematics and decision sciences

Language(s) - English

Resource type - Journals

eISSN - 1532-7612

pISSN - 1173-9126

DOI - 10.1155/2007/94515

Subject(s) - covariance matrix , mathematics , statistics , covariance , statistical theory , trigonometry , matrix (chemical analysis) , econometrics , computer science , calculus (dental) , geometry , materials science , composite material , medicine , dentistry

We will place certain parts of the theory of statistical efficiency into the author's operator trigonometry (1967), thereby providing new geometrical understanding of statistical efficiency. Important earlier results of Bloomfield and Watson, Durbin and Kendall, Rao and Rao, will be so interpreted. For example, worse case relative least squares efficiency corresponds to and is achieved by the maximal turning antieigenvectors of the covariance matrix. Some little-known historical perspectives will also be exposed. The overall view will be emphasized

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