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    he geometry of statistical efficiency

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    Abstract
    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.
    Citation
    Gustafson, K. (2005), The geometry of statistical efficiency, Research Letters in the Information and Mathematical Sciences, 8, 105-121
    Date
    2005
    Author
    Gustafson, K.
    Publisher
    Massey University
    URI
    http://hdl.handle.net/10179/4467
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    • Research Letters in the Information and Mathematical Sciences
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