Abstract: About Generalized Kantorovich Inequality, selecting proper norm of matrix formulation and its upper limit applies to estimating parameter of relative efficiency of linear model. By spectval norm, the upper limit of Generalized Kantorovich Inequality is ameliorated and then applies it to the relative efficiency of least squared estimator of linear model.

Key words: Kantorovich Inequality, spectval norm, relative efficiency

摘要： 对于广义Kantorovich不等式,选用适当的矩阵度量并给出相应的界,可以应用在线性模型的参数估计的相对效率问题上。用谱范数作为度量工具,给出广义Kantorovich不等式的的上界改进,并将其应用在线性模型中最小二乘估计的相对效率问题上。

关键词: Kantorovich不等式, 谱范数, 相对效率