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

P.A. Bekker and H. Neudecker

Statistica Neerlandica, 1989, vol. 43, issue 3, 157-167

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.

Date: 1989
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