Kantorovich-type inequalities and the measures of inefficiency of the glse

In this paper we introduce some Kantorovich inequalities for the Euclidean norm of a matrix, that is, the upper bounds to (X'B ^–1 X) ^–1 X'B ^–1 AB ^–1 X(X'B ^–1X)^–1 X' BX(X'AX) ^–1 X'CX² are given, where A²=trace (A'A). In terms of these inequalities the upper bounds to the three measures of inefficiency of the generalized least squares estimator (GLSE) in general Gauss-Markov models are also established.Project supported partially by the Third World Academy of Sciences under contract TWASRG 87-46 and by the National Natural Science Foundation.