带约束的Kantorovich不等式及其在LSE相对效率中的应用

Constrained Kantorovich Inequality and Its Applications in Relative Efficiencies of Least Squares

本文给出了一种约束的Ｋａｎｔｏｒｏｖｉｃｈ不等式并将其应用于Ｇａｕｓｓ－Ｍａｒｋｏｖ模型和方差分量模型中ＬＳＥ的相对效率研究，得到了其下界，这些下界比起用不约束的Ｋａｎｔｏｒｏｖｉｃｈ不等式给出的下界更尖。

This article obtains a kind of constrained Kantorovich inequality and some lower bounds for the relative efficiencv of LSE in Gauss-Markov and variance component models,These lower bounds are much sharper than that obtained by using the unconstrained Kantorovich inequality