Pages that link to "Item:Q3092577"

The following pages link to Matrix Tricks for Linear Statistical Models (Q3092577):

Displaying 31 items.

• Solutions of a constrained Hermitian matrix-valued function optimization problem with applications (Q2954260) (← links)
• Some Further Remarks on the Linear Sufficiency in the Linear Model (Q4554536) (← links)
• A comparison between two competing fixed parameter constrained general linear models with new regressors (Q4579983) (← links)
• Asymptotic theory for maximum likelihood estimates in reduced-rank multivariate generalized linear models (Q4580024) (← links)
• Some Properties of Linear Prediction Sufficiency in the Linear Model (Q4689252) (← links)
• A matrix approach to a general partitioned linear model with partial parameter restrictions (Q5038137) (← links)
• On relations between BLUPs under two transformed linear random-effects models (Q5042111) (← links)
• BNCA: Full-rank Factorisable Subgraphs Based Unique Structure-Constrained Matrix Factorisation (Q5053645) (← links)
• Equalities between the BLUEs and BLUPs under the partitioned linear fixed model and the corresponding mixed model (Q5061869) (← links)
• Detectability conditions for output-only subspace identification (Q5069317) (← links)
• Some remarks on fundamental formulas and facts in the statistical analysis of a constrained general linear model (Q5077365) (← links)
• Linear prediction sufficiency in the misspecified linear model (Q5079114) (← links)
• Rank and inertia formulas for covariance matrices of BLUPs in general linear mixed models (Q5079115) (← links)
• On matrices whose Moore–Penrose inverse is idempotent (Q5089341) (← links)
• Asymptotic normality of estimators for parameters of a multivariate skew-normal distribution (Q5160285) (← links)
• On<i>k</i>-circulant matrices (with geometric sequence) (Q5233908) (← links)
• On Parametrization of Multivariate Skew-Normal Distribution (Q5265874) (← links)
• On the BLUEs in Two Linear Models via C. R. Rao's Pandora's Box (Q5419337) (← links)
• Computations of predictors/estimators under a linear random-effects model with parameter restrictions (Q5866089) (← links)
• Matrix rank/inertia formulas for least-squares solutions with statistical applications (Q5962820) (← links)
• BLUE against OLSE in the location model: energy minimization and asymptotic considerations (Q6080695) (← links)
• Matrix derivatives and Kronecker products for the core and generalized core inverses (Q6191125) (← links)
• Further remarks on constrained over-parameterized linear models (Q6549168) (← links)
• Testing the fit of data and external sets via an imprecise Sargan-Hansen test (Q6577644) (← links)
• Professor Heinz Neudecker and matrix differential calculus (Q6579436) (← links)
• On geometric circulant matrices with geometric sequence (Q6586412) (← links)
• Disjoint sections of positive semidefinite matrices and their applications in linear statistical models (Q6590692) (← links)
• On diamond partial order, one-sided star partial orders, and 1MP-inverses (Q6619523) (← links)
• Optimal sample size planning for the Wilcoxon-Mann-Whitney test (Q6625562) (← links)
• On a biased prediction based on optimal mean square error criterion (Q6629704) (← links)
• Matrix spaces and ordinary least square estimators in linear models for random matrices (Q6641294) (← links)