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A new type of Kantorovich inequalities and their applications. (Chinese. English summary) Zbl 0790.62064

Summary: A new type of Kantorovich inequalities is given. In terms of these inequalities, the bounds on least squares estimator efficiency in general Gauss-Markov models, the bounds on linear hypothesis test statistics in multivariate normal linear models, and the bounds on general correlation coefficients are studied.

MSC:

62H99 Multivariate analysis
62J05 Linear regression; mixed models