Inefficiency and Correlation
本文揭示了最小二乘估计相对于高斯-马尔可夫估计的效率与两组随机变量间的典型相关性之间的内在联系，并推导出一个新结果，可导出许多已知不等式。
Various extremal results have been proved concerning the efficiency of least squares estimates relative to Gauss-Markov estimates and concerning the canonical correlations between two sets of random variables. In this paper we show how these two types of result are related, and derive a new result from which many previous inequalities can be derived.