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Albert's theorem applied to problems of efficiency and MSE superiority
Author(s) -
Bekker P.A.,
Neudecker H.
Publication year - 1989
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1989.tb01256.x
Subject(s) - mathematics , calculus (dental) , medicine , dentistry
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.